+92.9%
QQQ vs IT
-49.4%
+142.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | +0.2% |
| 7D | -0.6% | -3.7% | +3.1% | -0.2% |
| 30D | -1.2% | +0.1% | -1.3% | -1.4% |
| 3M | -0.2% | +20.7% | -20.9% | -3.3% |
| 6M | +17.9% | +12.0% | +5.9% | +15.1% |
| YTD | +16.6% | -28.8% | +45.5% | +25.3% |
| 1Y | +23.0% | -25.5% | +48.5% | +30.0% |
| 3Y | +92.9% | -48.8% | +141.7% | +141.0% |
| All | +92.9% | -49.4% | +142.3% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling