+20.7%
IWM vs QSR
+27.8%
-7.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -2.5% | -4.7% | +2.2% | -2.2% |
| 30D | -4.4% | +4.3% | -8.7% | -4.7% |
| 3M | +2.2% | +5.4% | -3.2% | +1.8% |
| 6M | +14.0% | +8.2% | +5.9% | +12.8% |
| YTD | +17.4% | +14.1% | +3.2% | +15.2% |
| All | +20.7% | +27.8% | -7.1% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling