+1,405.4%
QQQ vs IP
+131.2%
+1,274.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.0% | -2.5% | -5.3% |
| 7D | -9.5% | -5.0% | -4.6% | -8.1% |
| 30D | -14.8% | +6.5% | -21.4% | -16.7% |
| 3M | -9.7% | -18.0% | +8.3% | -4.4% |
| 6M | -4.9% | +10.3% | -15.2% | -9.2% |
| YTD | +5.7% | -9.9% | +15.6% | +6.1% |
| 1Y | +4.3% | -1.1% | +5.4% | +1.3% |
| 3Y | +79.0% | +13.0% | +66.0% | +59.7% |
| 5Y | +67.3% | -12.3% | +79.5% | +60.4% |
| 10Y | +509.2% | +26.8% | +482.4% | +387.9% |
| All | +1,405.4% | +131.2% | +1,274.2% | +730.2% |
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