+93.9%
QQQ vs IR
+35.0%
+58.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -1.3% | -3.1% | +1.8% | +0.1% |
| 30D | -1.4% | -14.0% | +12.7% | +5.3% |
| 3M | +2.3% | +3.7% | -1.5% | -0.1% |
| 6M | +16.9% | -15.4% | +32.3% | +24.3% |
| YTD | +15.6% | -7.7% | +23.3% | +16.8% |
| 1Y | +22.6% | -8.8% | +31.4% | +24.0% |
| 3Y | +93.5% | +5.6% | +87.9% | +72.3% |
| 5Y | +93.9% | +34.3% | +59.6% | +44.8% |
| All | +93.9% | +35.0% | +58.9% | +44.8% |
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 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