+1,968.5%
QQQ vs ICE
+2,279.0%
-310.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | +1.5% | -1.2% | +2.7% | +1.8% |
| 30D | -0.6% | +5.0% | -5.6% | -2.1% |
| 3M | +0.4% | +13.9% | -13.4% | -3.8% |
| 6M | +20.1% | -4.4% | +24.5% | +20.8% |
| YTD | +17.2% | -1.9% | +19.1% | +16.7% |
| 1Y | +24.7% | -8.1% | +32.8% | +26.3% |
| 3Y | +96.2% | +42.5% | +53.7% | +73.8% |
| 5Y | +94.4% | +40.6% | +53.8% | +72.7% |
| 10Y | +556.7% | +217.1% | +339.6% | +367.5% |
| All | +1,968.5% | +2,279.0% | -310.5% | +855.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling