+151.9%
IWM vs QID
-99.1%
+251.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | -0.9% |
| 7D | -0.3% | -1.1% | +0.8% | -0.2% |
| 30D | +1.9% | +14.4% | -12.5% | +8.3% |
| 3M | -5.7% | +6.7% | -12.4% | -2.1% |
| 6M | -0.3% | +2.6% | -2.9% | +3.4% |
| YTD | +15.8% | -24.2% | +40.0% | +8.1% |
| 1Y | +17.1% | -22.3% | +39.4% | +10.9% |
| 3Y | +73.1% | -72.0% | +145.1% | +20.5% |
| 5Y | +25.9% | -78.2% | +104.0% | -7.4% |
| 10Y | +151.9% | -99.1% | +251.0% | -26.3% |
| All | +151.9% | -99.1% | +251.0% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling