+179.0%
IWM vs QSR
+202.3%
-23.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.4% | -2.9% | +4.3% | +2.6% |
| 30D | +2.3% | +4.1% | -1.9% | +0.5% |
| 3M | -8.3% | -0.7% | -7.7% | -8.4% |
| 6M | -1.3% | +0.4% | -1.8% | -2.3% |
| YTD | +13.5% | +13.5% | 0.0% | +6.3% |
| 1Y | +18.4% | +11.0% | +7.4% | +11.8% |
| 3Y | +69.6% | +22.0% | +47.6% | +51.6% |
| 5Y | +23.3% | +57.1% | -33.8% | -1.6% |
| 10Y | +147.0% | +138.3% | +8.7% | +63.5% |
| All | +179.0% | +202.3% | -23.3% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling