+42.4%
DIA vs QQQI
+57.7%
-15.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | -1.6% | -0.3% | -1.2% | -1.3% |
| 30D | -2.0% | -0.3% | -1.8% | -1.9% |
| 3M | +3.6% | +1.3% | +2.3% | +2.5% |
| 6M | +11.5% | +11.5% | 0.0% | +3.4% |
| YTD | +10.4% | +11.3% | -0.9% | +2.4% |
| 1Y | +15.6% | +16.9% | -1.3% | +3.8% |
| All | +42.4% | +57.7% | -15.3% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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