+468.1%
IWM vs QID
-100.0%
+568.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.1% |
| 7D | +0.1% | -0.6% | +0.7% | -0.2% |
| 30D | -1.3% | 0.0% | -1.3% | -1.1% |
| 3M | +1.6% | +3.7% | -2.1% | +5.0% |
| 6M | +13.6% | -29.9% | +43.4% | -0.8% |
| YTD | +20.8% | -28.8% | +49.5% | +6.8% |
| 1Y | +26.4% | -37.2% | +63.6% | +6.6% |
| 3Y | +60.7% | -73.7% | +134.4% | +0.6% |
| 5Y | +38.2% | -80.7% | +118.9% | -11.1% |
| 10Y | +169.5% | -99.1% | +268.6% | -49.9% |
| All | +468.1% | -100.0% | +568.1% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling