+34.0%
IBM vs QQQI
+58.1%
-24.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.3% | +1.3% | -1.0% | -0.4% |
| 30D | -1.5% | +0.2% | -1.7% | -1.6% |
| 3M | -16.8% | +1.5% | -18.3% | -18.1% |
| 6M | -9.0% | +13.2% | -22.3% | -16.8% |
| YTD | -20.1% | +11.6% | -31.6% | -26.0% |
| 1Y | -7.0% | +18.0% | -25.0% | -16.8% |
| All | +34.0% | +58.1% | -24.1% | -2.3% |
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 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