+538.0%
QQQ vs IP
+22.3%
+515.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.7% | +2.7% |
| 7D | -0.2% | -2.8% | +2.6% | +0.6% |
| 30D | -7.5% | +9.2% | -16.7% | -9.9% |
| 3M | -3.8% | -16.1% | +12.3% | +0.7% |
| 6M | -3.0% | +9.6% | -12.6% | -6.8% |
| YTD | +12.8% | -8.8% | +21.5% | +12.8% |
| 1Y | +11.6% | -5.5% | +17.1% | +10.2% |
| 3Y | +85.6% | +19.6% | +65.9% | +61.2% |
| 5Y | +82.1% | -13.5% | +95.6% | +75.3% |
| 10Y | +538.0% | +22.4% | +515.6% | +426.3% |
| All | +538.0% | +22.3% | +515.7% | +426.3% |
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