+101.6%
IWM vs QS
-44.4%
+145.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.1% | -2.3% | +2.4% | +0.3% |
| 30D | -1.3% | -0.7% | -0.5% | -1.3% |
| 3M | +1.6% | -39.6% | +41.3% | +5.6% |
| 6M | +13.6% | -21.7% | +35.3% | +15.1% |
| YTD | +20.8% | -47.4% | +68.2% | +26.2% |
| 1Y | +26.4% | -28.4% | +54.8% | +27.1% |
| 3Y | +60.7% | -22.6% | +83.3% | +52.5% |
| 5Y | +38.2% | -75.6% | +113.8% | +34.8% |
| All | +101.6% | -44.4% | +145.9% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling