+69.2%
IWM vs QID
-69.7%
+138.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +0.1% |
| 7D | -2.0% | +9.4% | -11.4% | +1.7% |
| 30D | -1.5% | +31.2% | -32.7% | +9.7% |
| 3M | -8.0% | +17.4% | -25.4% | -1.4% |
| 6M | -4.1% | +8.4% | -12.5% | +1.1% |
| YTD | +11.9% | -15.8% | +27.7% | +8.2% |
| 1Y | +15.0% | -16.3% | +31.4% | +11.4% |
| All | +69.2% | -69.7% | +138.9% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling