+77.5%
QQQ vs IP
-13.5%
+91.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | -6.7% | +7.9% | -14.7% | -8.4% |
| 3M | -7.0% | -15.3% | +8.3% | -3.7% |
| 6M | -4.7% | +10.5% | -15.2% | -8.0% |
| YTD | +11.1% | -9.4% | +20.4% | +11.4% |
| 1Y | +12.3% | -4.6% | +16.9% | +10.8% |
| 3Y | +83.3% | +21.2% | +62.1% | +57.5% |
| All | +77.5% | -13.5% | +91.1% | +71.5% |
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