+19.2%
IWM vs QLD
+61.4%
-42.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -12.7% | +8.1% | +0.2% |
| 7D | -4.6% | -18.6% | +14.0% | +2.7% |
| 30D | -3.7% | -28.3% | +24.6% | +8.6% |
| 3M | -9.4% | -20.4% | +11.0% | -2.0% |
| 6M | -3.6% | -14.3% | +10.7% | +0.1% |
| YTD | +10.8% | +2.8% | +8.1% | +6.8% |
| 1Y | +11.9% | -1.2% | +13.1% | +9.3% |
| 3Y | +60.6% | +135.3% | -74.8% | +7.9% |
| 5Y | +19.2% | +62.6% | -43.4% | -13.5% |
| All | +19.2% | +61.4% | -42.2% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling