+23.0%
QQQ vs IGV
-10.1%
+33.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.6% | -2.9% | +2.3% | +0.3% |
| 30D | -1.2% | -1.5% | +0.3% | -0.9% |
| 3M | -0.2% | +11.7% | -11.9% | -3.8% |
| 6M | +17.9% | +18.4% | -0.5% | +10.7% |
| YTD | +16.6% | -3.9% | +20.6% | +23.4% |
| 1Y | +23.0% | -9.7% | +32.6% | +36.5% |
| All | +23.0% | -10.1% | +33.1% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 1y: compounded portfolio wealth divided by compounded IGV 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…
1y analysis · Full analysis span regression · 6 months rolling