+25.8%
IWM vs QS
-87.4%
+113.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.3% |
| 7D | +0.3% | +8.0% | -7.7% | -0.9% |
| 30D | +0.6% | -2.8% | +3.4% | +0.8% |
| 3M | -6.2% | -28.1% | +21.9% | -2.1% |
| 6M | -0.8% | -41.0% | +40.2% | +5.4% |
| YTD | +14.8% | -57.3% | +72.0% | +26.5% |
| 1Y | +16.1% | -72.7% | +88.8% | +35.9% |
| 3Y | +71.5% | -18.6% | +90.2% | +50.2% |
| 5Y | +25.8% | -87.0% | +112.7% | +39.0% |
| All | +25.8% | -87.4% | +113.2% | +39.0% |
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 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