+139.4%
QLD vs IWF
+65.2%
+74.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | 0.0% |
| 7D | -10.3% | -5.0% | -5.3% | 0.0% |
| 30D | -26.1% | -13.2% | -12.8% | -0.7% |
| 3M | -17.8% | -9.4% | -8.3% | +1.7% |
| 6M | -15.6% | -8.6% | -7.0% | +4.1% |
| YTD | +5.4% | -5.3% | +10.7% | +22.4% |
| 1Y | +5.2% | -5.0% | +10.2% | +21.9% |
| 3Y | +139.4% | +64.6% | +74.8% | -3.3% |
| All | +139.4% | +65.2% | +74.2% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling