+38.7%
IJR vs QQQI
+57.7%
-19.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.2% |
| 7D | -2.2% | -0.3% | -1.8% | -1.9% |
| 30D | -4.6% | -0.3% | -4.3% | -4.4% |
| 3M | +0.2% | +1.3% | -1.1% | -1.2% |
| 6M | +14.7% | +11.5% | +3.2% | +4.3% |
| YTD | +18.9% | +11.3% | +7.6% | +8.1% |
| 1Y | +19.9% | +16.9% | +3.1% | +4.6% |
| All | +38.7% | +57.7% | -19.0% | -2.6% |
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