+93.3%
QQQ vs IWM
+62.5%
+30.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.7% |
| 7D | +1.0% | -1.1% | +2.1% | +1.8% |
| 30D | -0.6% | -3.1% | +2.5% | +1.6% |
| 3M | +1.3% | +2.2% | -0.9% | 0.0% |
| 6M | +18.1% | +15.1% | +3.1% | +7.7% |
| YTD | +16.9% | +18.6% | -1.7% | +4.3% |
| 1Y | +24.0% | +24.0% | 0.0% | +7.2% |
| All | +93.3% | +62.5% | +30.8% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling