+12.3%
QQQ vs IP
-5.8%
+18.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | -6.7% | +7.9% | -14.7% | -7.5% |
| 3M | -7.0% | -15.3% | +8.3% | -5.5% |
| 6M | -4.7% | +10.5% | -15.2% | -6.3% |
| YTD | +11.1% | -9.4% | +20.4% | +11.4% |
| 1Y | +12.3% | -4.6% | +16.9% | +11.9% |
| All | +12.3% | -5.8% | +18.1% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling