+82.1%
QQQ vs IWD
+74.1%
+8.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +1.8% |
| 7D | -0.2% | -0.6% | +0.3% | +0.6% |
| 30D | -7.5% | +3.6% | -11.1% | -11.1% |
| 3M | -3.8% | +2.7% | -6.5% | -6.7% |
| 6M | -3.0% | +13.2% | -16.2% | -16.1% |
| YTD | +12.8% | +26.8% | -14.0% | -14.6% |
| 1Y | +11.6% | +29.3% | -17.7% | -17.5% |
| 3Y | +85.6% | +85.1% | +0.4% | -11.6% |
| 5Y | +82.1% | +74.2% | +7.9% | -4.7% |
| All | +82.1% | +74.1% | +8.1% | -4.7% |
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