+144.3%
IWM vs QLD
+1,508.4%
-1,364.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +2.8% | +12.5% | -9.7% | -1.9% |
| 30D | +0.6% | -15.7% | +16.3% | +6.8% |
| 3M | -7.8% | -11.9% | +4.1% | -4.0% |
| 6M | -1.0% | -10.3% | +9.3% | +1.3% |
| YTD | +13.9% | +15.6% | -1.7% | +4.9% |
| 1Y | +15.4% | +12.1% | +3.3% | +7.4% |
| 3Y | +70.2% | +150.7% | -80.4% | +10.9% |
| 5Y | +23.7% | +86.6% | -62.9% | -15.6% |
| All | +144.3% | +1,508.4% | -1,364.0% | -35.2% |
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