+9,127.5%
QLD vs IWF
+1,143.6%
+7,983.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +0.6% | +0.5% | 0.0% | -0.5% |
| 30D | -0.1% | -0.4% | +0.3% | +0.8% |
| 3M | -8.4% | -2.6% | -5.8% | -1.7% |
| 6M | +32.2% | +9.1% | +23.1% | +12.6% |
| YTD | +28.9% | +4.5% | +24.4% | +20.7% |
| 1Y | +43.8% | +10.1% | +33.7% | +21.8% |
| 3Y | +176.6% | +77.6% | +99.0% | -6.9% |
| 5Y | +121.6% | +73.7% | +47.8% | -9.6% |
| 10Y | +1,652.9% | +411.5% | +1,241.4% | -2.9% |
| All | +9,127.5% | +1,143.6% | +7,983.9% | +27.0% |
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