+86.6%
QLD vs IWF
+58.9%
+27.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | +0.1% |
| 7D | +12.5% | +5.3% | +7.2% | +1.3% |
| 30D | -15.7% | -8.6% | -7.1% | +2.7% |
| 3M | -11.9% | -6.5% | -5.4% | +2.7% |
| 6M | -10.3% | -5.6% | -4.6% | +4.2% |
| YTD | +15.6% | -1.5% | +17.1% | +24.2% |
| 1Y | +12.1% | -2.8% | +15.0% | +24.3% |
| 3Y | +150.7% | +67.1% | +83.5% | -3.9% |
| 5Y | +86.6% | +57.6% | +29.0% | -7.3% |
| All | +86.6% | +58.9% | +27.7% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling