+22.6%
QQQ vs IR
-8.2%
+30.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -1.3% | -3.1% | +1.8% | -0.7% |
| 30D | -1.4% | -14.0% | +12.7% | +1.5% |
| 3M | +2.3% | +3.7% | -1.5% | +1.3% |
| 6M | +16.9% | -15.4% | +32.3% | +19.3% |
| YTD | +15.6% | -7.7% | +23.3% | +15.8% |
| 1Y | +22.6% | -8.8% | +31.4% | +23.4% |
| All | +22.6% | -8.2% | +30.8% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling