+997.4%
QQQ vs IWD
+726.5%
+270.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.8% |
| 7D | +0.4% | -0.3% | +0.6% | +0.6% |
| 30D | +0.2% | +0.6% | -0.4% | -0.4% |
| 3M | -2.8% | +7.2% | -10.0% | -9.3% |
| 6M | +18.0% | +16.2% | +1.8% | +1.8% |
| YTD | +17.3% | +23.3% | -6.0% | -4.5% |
| 1Y | +25.6% | +29.6% | -4.0% | -2.7% |
| 3Y | +93.7% | +70.5% | +23.3% | +14.9% |
| 5Y | +94.2% | +73.5% | +20.7% | +14.8% |
| 10Y | +557.9% | +198.3% | +359.5% | +124.3% |
| All | +997.4% | +726.5% | +270.9% | +25.3% |
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