+143.5%
IWM vs QLD
+1,468.8%
-1,325.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | +0.6% |
| 7D | +1.4% | +7.0% | -5.6% | -1.3% |
| 30D | +2.3% | -14.3% | +16.6% | +7.9% |
| 3M | -8.3% | -16.0% | +7.7% | -2.8% |
| 6M | -1.3% | -14.2% | +12.9% | +2.7% |
| YTD | +13.5% | +12.8% | +0.8% | +5.5% |
| 1Y | +18.4% | +14.1% | +4.3% | +9.4% |
| 3Y | +69.6% | +146.0% | -76.3% | +11.3% |
| 5Y | +23.3% | +82.0% | -58.7% | -15.0% |
| All | +143.5% | +1,468.8% | -1,325.3% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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