+1,207.0%
QQQ vs INDA
+109.8%
+1,097.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +1.0% | -2.6% | +3.6% | +2.3% |
| 30D | -0.6% | -2.9% | +2.3% | +0.8% |
| 3M | +1.3% | +2.4% | -1.1% | +0.1% |
| 6M | +18.1% | -2.6% | +20.8% | +19.7% |
| YTD | +16.9% | -10.0% | +26.8% | +23.0% |
| 1Y | +24.0% | -7.7% | +31.7% | +28.8% |
| 3Y | +95.6% | +8.9% | +86.7% | +87.0% |
| 5Y | +94.5% | +6.0% | +88.5% | +88.8% |
| 10Y | +571.7% | +84.4% | +487.3% | +400.6% |
| All | +1,207.0% | +109.8% | +1,097.2% | +816.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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