+335.9%
IWM vs QXO
-5.4%
+341.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.3% |
| 7D | -1.1% | -3.9% | +2.7% | -1.1% |
| 30D | -3.1% | -17.4% | +14.2% | -2.9% |
| 3M | +2.2% | -22.5% | +24.7% | +2.4% |
| 6M | +15.1% | -41.4% | +56.5% | +15.6% |
| YTD | +18.6% | -34.1% | +52.7% | +18.9% |
| 1Y | +24.0% | -40.8% | +64.8% | +24.4% |
| 3Y | +63.7% | -43.9% | +107.6% | +60.7% |
| 5Y | +38.2% | -69.6% | +107.8% | +35.7% |
| 10Y | +171.7% | +41.0% | +130.7% | +165.0% |
| All | +335.9% | -5.4% | +341.3% | +331.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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