+18.4%
IWM vs QS
-74.4%
+92.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.8% | +0.6% |
| 7D | +1.4% | -14.0% | +15.4% | +4.2% |
| 30D | +2.3% | -6.4% | +8.6% | +3.3% |
| 3M | -8.3% | -40.3% | +31.9% | +0.2% |
| 6M | -1.3% | -57.5% | +56.2% | +13.8% |
| YTD | +13.5% | -64.7% | +78.2% | +33.2% |
| 1Y | +18.4% | -72.9% | +91.3% | +47.1% |
| All | +18.4% | -74.4% | +92.8% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling