+89.5%
IWM vs QS
-62.6%
+152.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.8% | +0.1% |
| 7D | +1.4% | -14.0% | +15.4% | +2.7% |
| 30D | +2.3% | -6.4% | +8.6% | +2.7% |
| 3M | -8.3% | -40.3% | +31.9% | -4.3% |
| 6M | -1.3% | -57.5% | +56.2% | +5.5% |
| YTD | +13.5% | -64.7% | +78.2% | +22.6% |
| 1Y | +18.4% | -72.9% | +91.3% | +30.6% |
| 3Y | +69.6% | -33.5% | +103.1% | +63.6% |
| 5Y | +23.3% | -90.5% | +113.8% | +26.3% |
| All | +89.5% | -62.6% | +152.1% | +100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling