+534.7%
QQQ vs IRM
+520.0%
+14.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +3.6% | +6.8% | -3.2% | +1.4% |
| 30D | -6.7% | +2.6% | -9.3% | -7.6% |
| 3M | -7.0% | -9.5% | +2.4% | -4.1% |
| 6M | -4.7% | -8.5% | +3.8% | -2.3% |
| YTD | +11.1% | +40.3% | -29.2% | -2.2% |
| 1Y | +12.3% | +28.7% | -16.4% | +1.7% |
| 3Y | +83.3% | +111.8% | -28.5% | +35.3% |
| 5Y | +77.5% | +189.1% | -111.6% | +16.4% |
| All | +534.7% | +520.0% | +14.7% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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