+16.1%
IWM vs QID
-19.3%
+35.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.3% |
| 7D | +0.3% | +1.8% | -1.5% | +1.4% |
| 30D | +0.6% | +21.6% | -21.0% | +8.1% |
| 3M | -6.2% | +12.6% | -18.9% | -1.5% |
| 6M | -0.8% | +6.9% | -7.7% | +3.6% |
| YTD | +14.8% | -20.5% | +35.3% | +6.1% |
| 1Y | +16.1% | -18.1% | +34.2% | +9.5% |
| All | +16.1% | -19.3% | +35.4% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling