-8.6%
QXO vs IWD
+404.1%
-412.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | -8.7% | -2.3% | -6.4% | -7.5% |
| 30D | -21.0% | -1.8% | -19.2% | -20.1% |
| 3M | -18.4% | +8.0% | -26.4% | -21.5% |
| 6M | -43.0% | +17.0% | -60.0% | -47.1% |
| YTD | -36.3% | +21.3% | -57.6% | -41.7% |
| 1Y | -42.8% | +27.9% | -70.7% | -48.8% |
| 3Y | -45.8% | +70.1% | -115.8% | -57.3% |
| 5Y | -70.8% | +74.2% | -144.9% | -77.3% |
| 10Y | +36.3% | +199.6% | -163.3% | -8.2% |
| All | -8.6% | +404.1% | -412.6% | -51.1% |
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