+1,570.9%
QQQ vs IP
+151.4%
+1,419.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.5% |
| 7D | +0.4% | -5.3% | +5.6% | +2.0% |
| 30D | +0.2% | -10.9% | +11.1% | +3.7% |
| 3M | -2.8% | +11.2% | -14.0% | -6.9% |
| 6M | +18.0% | -10.2% | +28.2% | +19.8% |
| YTD | +17.3% | -2.0% | +19.3% | +15.1% |
| 1Y | +25.6% | -19.1% | +44.7% | +30.0% |
| 3Y | +93.7% | +20.9% | +72.9% | +69.7% |
| 5Y | +94.2% | -17.8% | +112.0% | +90.7% |
| 10Y | +557.9% | +23.5% | +534.3% | +433.3% |
| All | +1,570.9% | +151.4% | +1,419.5% | +800.4% |
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