+83.4%
FCX vs QQQI
+57.7%
+25.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.5% |
| 7D | -2.3% | -0.3% | -1.9% | -1.7% |
| 30D | +2.7% | -0.3% | +3.0% | +3.1% |
| 3M | +7.4% | +1.3% | +6.0% | +5.6% |
| 6M | +16.0% | +11.5% | +4.5% | +1.1% |
| YTD | +40.9% | +11.3% | +29.6% | +23.4% |
| 1Y | +56.4% | +16.9% | +39.6% | +29.0% |
| All | +83.4% | +57.7% | +25.8% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling