+62.6%
QLD vs IWD
+70.2%
-7.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.6% | -10.1% | -6.6% |
| 7D | -18.6% | -0.9% | -17.6% | -16.3% |
| 30D | -28.3% | +2.6% | -30.9% | -32.3% |
| 3M | -20.4% | +1.2% | -21.6% | -22.4% |
| 6M | -14.3% | +12.1% | -26.4% | -33.9% |
| YTD | +2.8% | +24.1% | -21.4% | -37.3% |
| 1Y | -1.2% | +28.5% | -29.7% | -44.4% |
| 3Y | +135.3% | +79.5% | +55.8% | -39.3% |
| 5Y | +62.6% | +70.3% | -7.7% | -46.2% |
| All | +62.6% | +70.2% | -7.7% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling