+622.0%
FIX vs QQQI
+56.3%
+565.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | +0.2% |
| 7D | +0.7% | -1.0% | +1.7% | +2.7% |
| 30D | -5.7% | -0.6% | -5.1% | -4.6% |
| 3M | -7.4% | +3.4% | -10.8% | -11.7% |
| 6M | +15.1% | +10.6% | +4.4% | -2.6% |
| YTD | +70.7% | +10.3% | +60.4% | +45.9% |
| 1Y | +111.9% | +16.3% | +95.6% | +67.1% |
| All | +622.0% | +56.3% | +565.7% | +293.2% |
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