+25.8%
ICE vs QQQI
+57.7%
-31.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -2.4% | -0.3% | -2.0% | -2.3% |
| 30D | +4.0% | -0.3% | +4.3% | +4.1% |
| 3M | +13.7% | +1.3% | +12.3% | +13.0% |
| 6M | +0.9% | +11.5% | -10.5% | -2.9% |
| YTD | -2.1% | +11.3% | -13.4% | -5.8% |
| 1Y | -9.5% | +16.9% | -26.4% | -14.5% |
| All | +25.8% | +57.7% | -31.9% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling