+18.4%
IWM vs QID
-20.9%
+39.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | +0.5% |
| 7D | +1.4% | -7.1% | +8.6% | -0.8% |
| 30D | +2.3% | +12.6% | -10.4% | +7.1% |
| 3M | -8.3% | +14.2% | -22.6% | -3.2% |
| 6M | -1.3% | +6.2% | -7.5% | +2.9% |
| YTD | +13.5% | -21.8% | +35.3% | +4.5% |
| 1Y | +18.4% | -23.1% | +41.5% | +8.8% |
| All | +18.4% | -20.9% | +39.3% | +8.8% |
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