+94.5%
QQQ vs IWM
+38.4%
+56.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.8% |
| 7D | +1.0% | -1.1% | +2.1% | +1.9% |
| 30D | -0.6% | -3.1% | +2.5% | +1.9% |
| 3M | +1.3% | +2.2% | -0.9% | -0.3% |
| 6M | +18.1% | +15.1% | +3.1% | +5.8% |
| YTD | +16.9% | +18.6% | -1.7% | +2.1% |
| 1Y | +24.0% | +24.0% | 0.0% | +4.2% |
| 3Y | +95.6% | +63.7% | +31.9% | +27.4% |
| 5Y | +94.5% | +38.2% | +56.3% | +42.5% |
| All | +94.5% | +38.4% | +56.1% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling