+159.0%
IBM vs QQQM
+152.0%
+7.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.7% |
| 7D | +3.6% | -0.6% | +4.1% | +3.8% |
| 30D | +3.1% | -1.2% | +4.3% | +3.5% |
| 3M | -10.8% | -0.1% | -10.7% | -11.3% |
| 6M | -0.8% | +18.0% | -18.8% | -7.1% |
| YTD | -16.2% | +16.7% | -32.9% | -21.1% |
| 1Y | -2.9% | +23.0% | -25.9% | -10.2% |
| 3Y | +79.8% | +93.3% | -13.5% | +44.4% |
| 5Y | +124.9% | +96.3% | +28.6% | +72.2% |
| All | +159.0% | +152.0% | +7.0% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 10y: compounded portfolio wealth divided by compounded QQQM 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…
10y analysis · Full analysis span regression · 6 months rolling