+38.4%
IGV vs QQQM
+94.0%
-55.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.5% |
| 7D | -2.9% | -0.6% | -2.3% | -2.4% |
| 30D | -1.5% | -1.2% | -0.3% | -0.3% |
| 3M | +11.7% | -0.1% | +11.8% | +11.2% |
| 6M | +18.4% | +18.0% | +0.5% | -0.7% |
| YTD | -3.9% | +16.7% | -20.6% | -18.4% |
| 1Y | -9.7% | +23.0% | -32.7% | -27.4% |
| 3Y | +38.4% | +93.3% | -54.9% | -29.8% |
| All | +38.4% | +94.0% | -55.6% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling