+13.3%
IWM vs Q
+23.6%
-10.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | -0.3% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -1.5% | -9.8% | +8.4% | +0.5% |
| 3M | -8.0% | -12.2% | +4.2% | -5.9% |
| 6M | -4.1% | -21.6% | +17.5% | -0.7% |
| YTD | +11.9% | +43.6% | -31.6% | -0.8% |
| All | +13.3% | +23.6% | -10.3% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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