+542.4%
QQQ vs IWD
+202.4%
+340.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +6.4% | +1.7% | +4.7% | +4.7% |
| 30D | -7.5% | +3.2% | -10.7% | -10.2% |
| 3M | -4.8% | +2.3% | -7.1% | -6.9% |
| 6M | -2.5% | +12.9% | -15.4% | -13.3% |
| YTD | +12.4% | +26.2% | -13.8% | -10.3% |
| 1Y | +11.3% | +28.3% | -16.9% | -12.6% |
| 3Y | +85.0% | +84.4% | +0.6% | +2.6% |
| 5Y | +79.6% | +73.0% | +6.7% | +7.1% |
| All | +542.4% | +202.4% | +340.1% | +139.5% |
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