-3.6%
IWM vs Q
-20.7%
+17.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | -0.1% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -1.5% | -9.8% | +8.4% | 0.0% |
| 3M | -8.0% | -12.2% | +4.2% | -6.3% |
| All | -3.6% | -20.7% | +17.1% | -0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling