+94.0%
IWM vs QQQM
+153.2%
-59.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +1.4% | +1.5% | -0.1% | +0.3% |
| 30D | -2.3% | -0.7% | -1.6% | -1.8% |
| 3M | +4.0% | +0.4% | +3.5% | +3.2% |
| 6M | +17.9% | +20.1% | -2.1% | +2.2% |
| YTD | +20.2% | +17.2% | +3.0% | +6.0% |
| 1Y | +25.0% | +24.7% | +0.2% | +5.1% |
| 3Y | +66.0% | +96.6% | -30.6% | -1.3% |
| 5Y | +40.0% | +95.0% | -55.0% | -18.2% |
| All | +94.0% | +153.2% | -59.2% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling