-46.2%
QXO vs IWF
+76.9%
-123.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | -7.8% | -0.9% | -6.9% | -7.2% |
| 30D | -18.1% | -1.7% | -16.4% | -17.1% |
| 3M | -25.8% | +0.7% | -26.4% | -25.8% |
| 6M | -41.7% | +8.6% | -50.3% | -44.0% |
| YTD | -36.2% | +3.5% | -39.7% | -37.4% |
| 1Y | -42.1% | +7.0% | -49.1% | -43.7% |
| 3Y | -46.2% | +76.3% | -122.5% | -35.9% |
| All | -46.2% | +76.9% | -123.0% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling