+171.7%
IWM vs QID
-99.1%
+270.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.2% |
| 7D | -1.1% | -1.9% | +0.8% | -1.9% |
| 30D | -3.1% | +1.7% | -4.8% | -2.3% |
| 3M | +2.2% | -3.9% | +6.1% | +1.8% |
| 6M | +15.1% | -30.0% | +45.1% | +2.5% |
| YTD | +18.6% | -28.2% | +46.8% | +7.2% |
| 1Y | +24.0% | -35.6% | +59.6% | +8.4% |
| 3Y | +63.7% | -74.3% | +138.0% | +9.8% |
| 5Y | +38.2% | -80.8% | +119.0% | -4.1% |
| 10Y | +171.7% | -99.2% | +270.9% | -28.1% |
| All | +171.7% | -99.1% | +270.8% | -28.1% |
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