+21.8%
IYR vs QQQI
+57.7%
-35.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -1.4% | -0.3% | -1.0% | -1.3% |
| 30D | -2.7% | -0.3% | -2.4% | -2.6% |
| 3M | -2.1% | +1.3% | -3.5% | -2.8% |
| 6M | +3.6% | +11.5% | -7.9% | -1.0% |
| YTD | +8.1% | +11.3% | -3.1% | +3.3% |
| 1Y | +4.7% | +16.9% | -12.2% | -2.1% |
| All | +21.8% | +57.7% | -35.8% | +0.3% |
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