+96.8%
FCX vs QQQI
+57.7%
+39.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.2% |
| 7D | +3.1% | +0.8% | +2.3% | +1.8% |
| 30D | +8.1% | +0.2% | +8.0% | +7.8% |
| 3M | +18.9% | +2.3% | +16.6% | +15.4% |
| 6M | +26.6% | +11.6% | +15.0% | +10.1% |
| YTD | +51.2% | +11.3% | +39.9% | +32.2% |
| 1Y | +75.6% | +17.4% | +58.1% | +43.8% |
| All | +96.8% | +57.7% | +39.1% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling