+7,443.4%
QLD vs IWF
+1,027.1%
+6,416.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | -0.1% |
| 7D | -10.3% | -5.0% | -5.3% | +0.3% |
| 30D | -26.1% | -13.2% | -12.8% | +0.3% |
| 3M | -17.8% | -9.4% | -8.3% | +2.4% |
| 6M | -15.6% | -8.6% | -7.0% | +4.6% |
| YTD | +5.4% | -5.3% | +10.7% | +22.5% |
| 1Y | +5.2% | -5.0% | +10.2% | +22.0% |
| 3Y | +139.4% | +64.6% | +74.8% | -5.0% |
| 5Y | +66.7% | +50.8% | +15.9% | -7.9% |
| 10Y | +1,422.1% | +385.7% | +1,036.4% | -5.2% |
| All | +7,443.4% | +1,027.1% | +6,416.3% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling