+93.3%
QQQ vs IRM
+102.2%
-8.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | +1.0% | +3.0% | -2.0% | +0.1% |
| 30D | -0.6% | -5.2% | +4.6% | +0.8% |
| 3M | +1.3% | -8.0% | +9.3% | +3.5% |
| 6M | +18.1% | +9.2% | +9.0% | +14.4% |
| YTD | +16.9% | +41.0% | -24.1% | +4.3% |
| 1Y | +24.0% | +23.3% | +0.7% | +14.8% |
| All | +93.3% | +102.2% | -8.9% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling