+82.1%
QQQ vs IR
+46.1%
+36.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.7% |
| 7D | -0.2% | +1.1% | -1.3% | -0.6% |
| 30D | -7.5% | +7.6% | -15.0% | -10.5% |
| 3M | -3.8% | +0.1% | -3.9% | -4.2% |
| 6M | -3.0% | +14.0% | -17.0% | -9.4% |
| YTD | +12.8% | +7.5% | +5.3% | +6.3% |
| 1Y | +11.6% | +10.1% | +1.5% | +3.6% |
| 3Y | +85.6% | +24.9% | +60.7% | +52.8% |
| 5Y | +82.1% | +46.9% | +35.3% | +30.2% |
| All | +82.1% | +46.1% | +36.0% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling