+69.8%
QQQ vs IP
-12.0%
+81.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | -5.0% | -5.1% | +0.1% | -3.9% |
| 30D | -13.4% | +8.5% | -21.9% | -15.1% |
| 3M | -8.1% | -13.8% | +5.7% | -5.2% |
| 6M | -5.5% | +5.7% | -11.2% | -7.8% |
| YTD | +7.2% | -9.1% | +16.3% | +7.4% |
| 1Y | +7.8% | -0.8% | +8.6% | +5.2% |
| 3Y | +80.7% | +14.8% | +65.9% | +59.1% |
| All | +69.8% | -12.0% | +81.8% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling