+558.6%
QQQ vs IT
+103.1%
+455.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | -0.6% |
| 7D | -0.6% | -3.7% | +3.1% | +0.4% |
| 30D | -1.2% | +0.1% | -1.3% | -1.7% |
| 3M | -0.2% | +20.7% | -20.9% | -8.0% |
| 6M | +17.9% | +12.0% | +5.9% | +9.9% |
| YTD | +16.6% | -28.8% | +45.5% | +25.9% |
| 1Y | +23.0% | -25.5% | +48.5% | +29.5% |
| 3Y | +92.9% | -48.8% | +141.7% | +127.0% |
| 5Y | +95.6% | -42.7% | +138.3% | +116.5% |
| All | +558.6% | +103.1% | +455.5% | +377.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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