+22.6%
QQQ vs IWM
+22.5%
+0.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.3% |
| 7D | -1.3% | -2.5% | +1.3% | +0.7% |
| 30D | -1.4% | -4.4% | +3.1% | +2.1% |
| 3M | +2.3% | +2.2% | 0.0% | +1.0% |
| 6M | +16.9% | +14.0% | +2.9% | +7.3% |
| YTD | +15.6% | +17.4% | -1.7% | +4.2% |
| 1Y | +22.6% | +22.9% | -0.3% | +8.4% |
| All | +22.6% | +22.5% | +0.1% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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