+90.2%
IWM vs QQQM
+152.0%
-61.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.3% |
| 7D | -2.4% | -0.6% | -1.8% | -2.0% |
| 30D | -4.6% | -1.2% | -3.4% | -3.7% |
| 3M | -0.3% | -0.1% | -0.2% | -0.6% |
| 6M | +14.7% | +18.0% | -3.2% | +0.7% |
| YTD | +17.8% | +16.7% | +1.2% | +4.3% |
| 1Y | +21.2% | +23.0% | -1.8% | +3.0% |
| 3Y | +62.3% | +93.3% | -31.0% | -2.3% |
| 5Y | +38.7% | +96.3% | -57.6% | -19.3% |
| All | +90.2% | +152.0% | -61.8% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 QQQM 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