+169.2%
IWM vs QLD
+1,646.9%
-1,477.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | -1.3% | -0.1% | -1.1% | -1.3% |
| 3M | +1.6% | -8.4% | +10.0% | +4.0% |
| 6M | +13.6% | +32.2% | -18.7% | +0.3% |
| YTD | +20.8% | +28.9% | -8.2% | +7.5% |
| 1Y | +26.4% | +43.8% | -17.4% | +7.3% |
| 3Y | +60.7% | +176.6% | -115.9% | +1.2% |
| 5Y | +38.2% | +121.6% | -83.4% | -11.3% |
| All | +169.2% | +1,646.9% | -1,477.7% | -32.0% |
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