-46.2%
QXO vs IWD
+70.9%
-117.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -1.1% |
| 7D | -7.8% | -0.8% | -7.0% | -6.7% |
| 30D | -18.1% | -0.8% | -17.2% | -17.0% |
| 3M | -25.8% | +6.9% | -32.7% | -31.8% |
| 6M | -41.7% | +18.3% | -60.0% | -52.4% |
| YTD | -36.2% | +22.4% | -58.5% | -49.2% |
| 1Y | -42.1% | +27.4% | -69.5% | -55.3% |
| 3Y | -46.2% | +71.2% | -117.3% | -65.2% |
| All | -46.2% | +70.9% | -117.0% | -65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling