+165.3%
IWM vs QSR
+133.7%
+31.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -2.5% | -4.7% | +2.2% | -0.6% |
| 30D | -4.4% | +4.3% | -8.7% | -6.2% |
| 3M | +2.2% | +5.4% | -3.2% | -0.4% |
| 6M | +14.0% | +8.2% | +5.9% | +9.3% |
| YTD | +17.4% | +14.1% | +3.2% | +9.5% |
| 1Y | +22.9% | +28.1% | -5.2% | +8.7% |
| 3Y | +62.1% | +25.3% | +36.8% | +42.1% |
| 5Y | +38.2% | +40.4% | -2.2% | +13.7% |
| All | +165.3% | +133.7% | +31.5% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling