+558.6%
QQQ vs ICE
+220.6%
+337.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -0.6% | -2.4% | +1.8% | +0.6% |
| 30D | -1.2% | +4.0% | -5.2% | -3.3% |
| 3M | -0.2% | +13.7% | -13.9% | -7.2% |
| 6M | +17.9% | +0.9% | +17.0% | +16.1% |
| YTD | +16.6% | -2.1% | +18.8% | +15.8% |
| 1Y | +23.0% | -9.5% | +32.5% | +27.2% |
| 3Y | +92.9% | +42.1% | +50.9% | +51.8% |
| 5Y | +95.6% | +41.4% | +54.2% | +52.3% |
| All | +558.6% | +220.6% | +337.9% | +278.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 10y: compounded portfolio wealth divided by compounded ICE 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…
10y analysis · Full analysis span regression · 6 months rolling