+40.0%
IWM vs QS
-74.6%
+114.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | +1.4% | +2.2% | -0.8% | +1.1% |
| 30D | -2.3% | -8.1% | +5.8% | -1.2% |
| 3M | +4.0% | -27.0% | +31.0% | +7.8% |
| 6M | +17.9% | -16.4% | +34.4% | +19.3% |
| YTD | +20.2% | -46.4% | +66.6% | +28.5% |
| 1Y | +25.0% | -41.1% | +66.1% | +29.1% |
| 3Y | +66.0% | -18.6% | +84.6% | +47.5% |
| 5Y | +40.0% | -73.0% | +113.1% | +35.2% |
| All | +40.0% | -74.6% | +114.6% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling