+24.0%
IWM vs QS
-45.8%
+69.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.3% | -0.4% |
| 7D | -1.1% | -4.2% | +3.1% | -0.6% |
| 30D | -3.1% | -15.7% | +12.6% | -0.9% |
| 3M | +2.2% | -28.7% | +30.9% | +6.3% |
| 6M | +15.1% | -23.2% | +38.3% | +17.9% |
| YTD | +18.6% | -49.9% | +68.5% | +26.8% |
| 1Y | +24.0% | -38.8% | +62.8% | +32.4% |
| All | +24.0% | -45.8% | +69.8% | +32.4% |
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