+1,418.0%
QLD vs IWF
+391.9%
+1,026.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.9% | +0.7% |
| 7D | -1.4% | -1.0% | -0.4% | +1.3% |
| 30D | -19.6% | -10.1% | -9.5% | +1.5% |
| 3M | -14.1% | -7.6% | -6.5% | +2.7% |
| 6M | -13.6% | -6.7% | -6.9% | +2.8% |
| YTD | +12.5% | -2.5% | +15.1% | +23.4% |
| 1Y | +13.1% | -2.1% | +15.2% | +23.3% |
| 3Y | +154.7% | +68.6% | +86.1% | -4.6% |
| 5Y | +81.1% | +55.8% | +25.3% | -7.2% |
| 10Y | +1,418.0% | +383.3% | +1,034.7% | -22.1% |
| All | +1,418.0% | +391.9% | +1,026.1% | -22.1% |
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