+116.3%
IBM vs QQQM
+92.2%
+24.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.1% |
| 7D | -0.3% | -1.3% | +1.0% | +0.2% |
| 30D | -1.8% | -1.4% | -0.5% | -1.3% |
| 3M | -13.5% | +2.2% | -15.6% | -14.7% |
| 6M | -5.1% | +16.9% | -22.0% | -11.3% |
| YTD | -19.4% | +15.7% | -35.1% | -24.3% |
| 1Y | -6.5% | +22.7% | -29.2% | -14.2% |
| 3Y | +73.8% | +93.9% | -20.1% | +36.2% |
| 5Y | +116.3% | +94.6% | +21.8% | +60.2% |
| All | +116.3% | +92.2% | +24.1% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling