-25.0%
QXO vs IWF
-1.6%
-23.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.4% | +7.7% | +7.5% |
| 7D | +16.6% | -4.2% | +20.7% | +23.8% |
| 30D | +6.6% | -8.1% | +14.7% | +20.8% |
| 3M | -17.5% | -5.1% | -12.4% | -11.0% |
| 6M | -33.8% | -1.4% | -32.4% | -32.5% |
| YTD | -34.4% | -0.1% | -34.3% | -36.1% |
| 1Y | -25.0% | -1.3% | -23.7% | -24.8% |
| All | -25.0% | -1.6% | -23.3% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling