+523.8%
QQQ vs IP
+24.7%
+499.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.4% |
| 7D | -1.5% | 0.0% | -1.6% | -1.5% |
| 30D | -10.2% | +9.4% | -19.6% | -12.6% |
| 3M | -6.3% | -14.1% | +7.8% | -2.6% |
| 6M | -4.9% | +9.2% | -14.1% | -8.6% |
| YTD | +10.2% | -7.5% | +17.8% | +9.9% |
| 1Y | +8.8% | -2.8% | +11.6% | +6.5% |
| 3Y | +81.4% | +21.2% | +60.1% | +57.0% |
| 5Y | +78.5% | -11.5% | +90.0% | +70.7% |
| 10Y | +523.8% | +23.7% | +500.1% | +415.1% |
| All | +523.8% | +24.7% | +499.1% | +415.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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