+77.1%
QQQ vs IWD
+72.9%
+4.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +1.2% |
| 7D | -0.3% | +1.3% | -1.5% | -1.6% |
| 30D | -9.6% | +3.6% | -13.2% | -13.2% |
| 3M | -5.9% | +2.3% | -8.3% | -8.4% |
| 6M | -4.3% | +13.0% | -17.3% | -17.1% |
| YTD | +11.0% | +26.2% | -15.2% | -15.5% |
| 1Y | +11.9% | +30.5% | -18.5% | -18.1% |
| 3Y | +86.7% | +86.2% | +0.5% | -11.7% |
| 5Y | +77.1% | +72.9% | +4.2% | -6.7% |
| All | +77.1% | +72.9% | +4.1% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling