+1,426.4%
QQQ vs IP
+133.1%
+1,293.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | -5.0% | -5.1% | +0.1% | -3.4% |
| 30D | -13.4% | +8.5% | -21.9% | -15.8% |
| 3M | -8.1% | -13.8% | +5.7% | -4.1% |
| 6M | -5.5% | +5.7% | -11.2% | -8.5% |
| YTD | +7.2% | -9.1% | +16.3% | +7.3% |
| 1Y | +7.8% | -0.8% | +8.6% | +4.6% |
| 3Y | +80.7% | +14.8% | +65.9% | +60.5% |
| 5Y | +69.6% | -11.5% | +81.1% | +62.3% |
| 10Y | +517.8% | +27.9% | +489.8% | +393.5% |
| All | +1,426.4% | +133.1% | +1,293.3% | +739.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling