+422.3%
QQQ vs IR
+332.9%
+89.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +3.6% | +2.5% | +1.1% | +2.7% |
| 30D | -6.7% | +9.2% | -15.9% | -9.6% |
| 3M | -7.0% | +0.9% | -8.0% | -7.6% |
| 6M | -4.7% | +19.2% | -23.9% | -10.9% |
| YTD | +11.1% | +7.5% | +3.6% | +6.4% |
| 1Y | +12.3% | +11.7% | +0.5% | +6.0% |
| 3Y | +83.3% | +23.9% | +59.4% | +64.3% |
| 5Y | +77.5% | +46.4% | +31.1% | +47.7% |
| All | +422.3% | +332.9% | +89.4% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling