+534.7%
QQQ vs IWD
+203.0%
+331.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | +3.6% | +2.3% | +1.3% | +1.4% |
| 30D | -6.7% | +3.6% | -10.3% | -9.8% |
| 3M | -7.0% | +2.2% | -9.2% | -8.9% |
| 6M | -4.7% | +13.0% | -17.6% | -15.3% |
| YTD | +11.1% | +26.5% | -15.5% | -11.6% |
| 1Y | +12.3% | +30.1% | -17.9% | -13.1% |
| 3Y | +83.3% | +84.9% | -1.5% | +1.4% |
| 5Y | +77.5% | +73.4% | +4.1% | +5.5% |
| All | +534.7% | +203.0% | +331.7% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling