+1,646.5%
QLD vs IWF
+409.9%
+1,236.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | +0.5% |
| 7D | +3.0% | +1.5% | +1.5% | -0.2% |
| 30D | -1.8% | -1.3% | -0.6% | +0.9% |
| 3M | -1.8% | +0.1% | -1.9% | -0.9% |
| 6M | +36.9% | +10.3% | +26.6% | +14.1% |
| YTD | +28.7% | +4.2% | +24.5% | +21.3% |
| 1Y | +41.9% | +9.3% | +32.6% | +21.9% |
| 3Y | +184.2% | +79.3% | +104.9% | -7.1% |
| 5Y | +122.1% | +73.8% | +48.3% | -10.3% |
| 10Y | +1,646.5% | +410.9% | +1,235.6% | -16.0% |
| All | +1,646.5% | +409.9% | +1,236.6% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling