+196.8%
IWM vs QSR
+218.5%
-21.8%
-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% | +0.4% | +0.3% |
| 7D | +0.1% | +2.4% | -2.4% | -0.9% |
| 30D | -1.3% | +7.6% | -8.9% | -4.2% |
| 3M | +1.6% | +12.6% | -11.0% | -3.5% |
| 6M | +13.6% | +14.4% | -0.8% | +6.7% |
| YTD | +20.8% | +19.6% | +1.1% | +11.1% |
| 1Y | +26.4% | +33.9% | -7.5% | +10.6% |
| 3Y | +60.7% | +27.1% | +33.6% | +41.5% |
| 5Y | +38.2% | +48.5% | -10.4% | +13.0% |
| 10Y | +169.5% | +126.2% | +43.3% | +80.3% |
| All | +196.8% | +218.5% | -21.8% | +81.1% |
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