+81.7%
IEMG vs QQQI
+57.7%
+24.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.5% |
| 7D | -1.3% | -0.3% | -0.9% | -1.0% |
| 30D | +1.9% | -0.3% | +2.2% | +2.2% |
| 3M | +1.4% | +1.3% | +0.1% | +0.6% |
| 6M | +15.2% | +11.5% | +3.7% | +7.2% |
| YTD | +23.8% | +11.3% | +12.5% | +15.4% |
| 1Y | +30.7% | +16.9% | +13.8% | +18.1% |
| All | +81.7% | +57.7% | +24.0% | +38.3% |
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