+538.0%
QQQ vs IWD
+205.2%
+332.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +1.9% |
| 7D | -0.2% | -0.6% | +0.3% | +0.5% |
| 30D | -7.5% | +3.6% | -11.1% | -10.5% |
| 3M | -3.8% | +2.7% | -6.5% | -6.2% |
| 6M | -3.0% | +13.2% | -16.2% | -14.0% |
| YTD | +12.8% | +26.8% | -14.0% | -10.4% |
| 1Y | +11.6% | +29.3% | -17.7% | -13.0% |
| 3Y | +85.6% | +85.1% | +0.4% | +2.6% |
| 5Y | +82.1% | +74.2% | +7.9% | +7.8% |
| 10Y | +538.0% | +204.6% | +333.4% | +140.0% |
| All | +538.0% | +205.2% | +332.7% | +140.0% |
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