+143.5%
IWM vs QID
-99.0%
+242.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | +0.7% |
| 7D | +1.4% | -7.1% | +8.6% | -1.2% |
| 30D | +2.3% | +12.6% | -10.4% | +8.1% |
| 3M | -8.3% | +14.2% | -22.6% | -2.3% |
| 6M | -1.3% | +6.2% | -7.5% | +3.7% |
| YTD | +13.5% | -21.8% | +35.3% | +7.3% |
| 1Y | +18.4% | -23.1% | +41.5% | +11.5% |
| 3Y | +69.6% | -71.3% | +140.9% | +19.3% |
| 5Y | +23.3% | -77.0% | +100.3% | -7.5% |
| All | +143.5% | -99.0% | +242.6% | -30.2% |
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