+95.9%
IWM vs QS
-47.4%
+143.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.5% | -5.0% | +2.4% | -2.1% |
| 30D | -4.4% | -18.3% | +13.9% | -2.8% |
| 3M | +2.2% | -26.0% | +28.2% | +4.5% |
| 6M | +14.0% | -24.0% | +38.1% | +15.9% |
| YTD | +17.4% | -50.3% | +67.6% | +23.2% |
| 1Y | +22.9% | -38.0% | +60.9% | +25.4% |
| 3Y | +62.1% | -24.6% | +86.7% | +54.2% |
| 5Y | +38.2% | -75.4% | +113.6% | +35.3% |
| All | +95.9% | -47.4% | +143.3% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded QS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling