+996.5%
QQQ vs IWM
+807.9%
+188.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +1.5% | +1.4% | +0.1% | +0.3% |
| 30D | -0.6% | -2.3% | +1.6% | +1.3% |
| 3M | +0.4% | +4.0% | -3.5% | -2.7% |
| 6M | +20.1% | +17.9% | +2.1% | +4.5% |
| YTD | +17.2% | +20.2% | -3.0% | +0.2% |
| 1Y | +24.7% | +25.0% | -0.3% | +2.8% |
| 3Y | +96.2% | +66.0% | +30.2% | +24.3% |
| 5Y | +94.4% | +40.0% | +54.3% | +42.1% |
| 10Y | +556.7% | +166.9% | +389.8% | +157.5% |
| All | +996.5% | +807.9% | +188.6% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling