+71.5%
IWM vs QS
-18.0%
+89.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.4% |
| 7D | +0.3% | +8.0% | -7.7% | -0.6% |
| 30D | +0.6% | -2.8% | +3.4% | +0.7% |
| 3M | -6.2% | -28.1% | +21.9% | -3.0% |
| 6M | -0.8% | -41.0% | +40.2% | +4.1% |
| YTD | +14.8% | -57.3% | +72.0% | +23.6% |
| 1Y | +16.1% | -72.7% | +88.8% | +30.4% |
| 3Y | +71.5% | -18.6% | +90.2% | +54.5% |
| All | +71.5% | -18.0% | +89.6% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling