+1,520.2%
QLD vs IWF
+392.3%
+1,128.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.4% | -0.1% |
| 7D | -1.2% | -1.1% | -0.1% | +1.7% |
| 30D | -15.7% | -8.3% | -7.4% | +2.1% |
| 3M | -10.0% | -5.6% | -4.5% | +2.8% |
| 6M | -11.2% | -5.4% | -5.8% | +2.7% |
| YTD | +16.4% | -1.2% | +17.5% | +24.0% |
| 1Y | +12.7% | -2.7% | +15.3% | +24.4% |
| 3Y | +152.3% | +67.8% | +84.5% | -4.4% |
| 5Y | +91.8% | +60.1% | +31.7% | -7.1% |
| 10Y | +1,520.2% | +392.2% | +1,128.1% | -18.6% |
| All | +1,520.2% | +392.3% | +1,128.0% | -18.6% |
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