+503.4%
QQQ vs IP
+26.3%
+477.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | -5.0% | -5.1% | +0.1% | -3.6% |
| 30D | -13.4% | +8.5% | -21.9% | -15.5% |
| 3M | -8.1% | -13.8% | +5.7% | -4.5% |
| 6M | -5.5% | +5.7% | -11.2% | -8.3% |
| YTD | +7.2% | -9.1% | +16.3% | +7.3% |
| 1Y | +7.8% | -0.8% | +8.6% | +4.8% |
| 3Y | +80.7% | +14.8% | +65.9% | +59.4% |
| 5Y | +69.6% | -11.5% | +81.1% | +62.0% |
| All | +503.4% | +26.3% | +477.1% | +415.7% |
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