+11.9%
IWM vs QLD
+0.3%
+11.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -12.7% | +8.1% | -0.4% |
| 7D | -4.6% | -18.6% | +14.0% | +1.7% |
| 30D | -3.7% | -28.3% | +24.6% | +7.0% |
| 3M | -9.4% | -20.4% | +11.0% | -3.0% |
| 6M | -3.6% | -14.3% | +10.7% | -1.2% |
| YTD | +10.8% | +2.8% | +8.1% | +3.7% |
| 1Y | +11.9% | -1.2% | +13.1% | +6.3% |
| All | +11.9% | +0.3% | +11.6% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling