+97.9%
IWM vs QS
-47.0%
+144.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.3% | -0.8% |
| 7D | -1.1% | -4.2% | +3.1% | -0.8% |
| 30D | -3.1% | -15.7% | +12.6% | -1.7% |
| 3M | +2.2% | -28.7% | +30.9% | +4.8% |
| 6M | +15.1% | -23.2% | +38.3% | +16.8% |
| YTD | +18.6% | -49.9% | +68.5% | +24.4% |
| 1Y | +24.0% | -38.8% | +62.8% | +26.6% |
| 3Y | +63.7% | -24.0% | +87.7% | +55.7% |
| 5Y | +38.2% | -75.6% | +113.8% | +35.3% |
| All | +97.9% | -47.0% | +144.9% | +103.0% |
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