+464.5%
IWM vs QLD
+9,036.4%
-8,571.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +0.1% | +0.6% | -0.5% | -0.2% |
| 30D | -1.3% | -0.1% | -1.1% | -1.3% |
| 3M | +1.6% | -8.4% | +10.0% | +4.3% |
| 6M | +13.6% | +32.2% | -18.7% | -2.0% |
| YTD | +20.8% | +28.9% | -8.2% | +5.1% |
| 1Y | +26.4% | +43.8% | -17.4% | +4.1% |
| 3Y | +60.7% | +176.6% | -115.9% | -7.6% |
| 5Y | +38.2% | +121.6% | -83.4% | -19.2% |
| 10Y | +169.5% | +1,652.9% | -1,483.4% | -53.7% |
| All | +464.5% | +9,036.4% | -8,571.9% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling