+902.5%
QQQ vs IWD
+728.9%
+173.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.8% |
| 7D | -5.0% | -0.5% | -4.5% | -4.5% |
| 30D | -13.4% | +2.7% | -16.1% | -15.6% |
| 3M | -8.1% | +0.9% | -9.0% | -8.9% |
| 6M | -5.5% | +10.5% | -16.0% | -14.3% |
| YTD | +7.2% | +23.7% | -16.5% | -13.0% |
| 1Y | +7.8% | +28.7% | -21.0% | -15.9% |
| 3Y | +80.7% | +79.7% | +1.0% | +1.8% |
| 5Y | +69.6% | +69.7% | -0.1% | +2.5% |
| 10Y | +517.8% | +211.4% | +306.3% | +101.9% |
| All | +902.5% | +728.9% | +173.5% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling