+153.8%
QLD vs IWF
+68.4%
+85.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.4% | 0.0% |
| 7D | -1.2% | -1.1% | -0.1% | +1.7% |
| 30D | -15.7% | -8.3% | -7.4% | +1.4% |
| 3M | -10.0% | -5.6% | -4.5% | +2.4% |
| 6M | -11.2% | -5.4% | -5.8% | +2.3% |
| YTD | +16.4% | -1.2% | +17.5% | +24.2% |
| 1Y | +12.7% | -2.7% | +15.3% | +24.4% |
| All | +153.8% | +68.4% | +85.4% | -0.9% |
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