-8.6%
QXO vs IWF
+764.8%
-773.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.9% |
| 7D | -8.7% | -1.7% | -7.0% | -7.9% |
| 30D | -21.0% | -1.8% | -19.1% | -20.2% |
| 3M | -18.4% | +1.5% | -19.8% | -18.6% |
| 6M | -43.0% | +7.7% | -50.7% | -44.5% |
| YTD | -36.3% | +2.7% | -39.0% | -36.6% |
| 1Y | -42.8% | +6.8% | -49.5% | -43.8% |
| 3Y | -45.8% | +76.9% | -122.6% | -55.7% |
| 5Y | -70.8% | +73.4% | -144.2% | -76.1% |
| 10Y | +36.3% | +416.4% | -380.1% | -4.1% |
| All | -8.6% | +764.8% | -773.4% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling