+79.6%
QQQ vs IWM
+23.5%
+56.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +1.0% |
| 7D | +6.4% | +2.8% | +3.6% | +4.1% |
| 30D | -7.5% | +0.6% | -8.1% | -7.8% |
| 3M | -4.8% | -7.8% | +3.0% | +1.7% |
| 6M | -2.5% | -1.0% | -1.5% | -1.5% |
| YTD | +12.4% | +13.9% | -1.5% | +1.4% |
| 1Y | +11.3% | +15.4% | -4.1% | -0.8% |
| 3Y | +85.0% | +70.2% | +14.7% | +15.4% |
| 5Y | +79.6% | +23.7% | +56.0% | +44.4% |
| All | +79.6% | +23.5% | +56.2% | +44.4% |
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 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