+1,570.9%
QQQ vs IT
+804.3%
+766.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.6% |
| 7D | +0.4% | -6.0% | +6.4% | +2.1% |
| 30D | +0.2% | 0.0% | +0.2% | -0.1% |
| 3M | -2.8% | +13.1% | -15.9% | -8.6% |
| 6M | +18.0% | +11.7% | +6.3% | +10.0% |
| YTD | +17.3% | -26.1% | +43.4% | +22.8% |
| 1Y | +25.6% | -21.3% | +46.8% | +27.9% |
| 3Y | +93.7% | -46.7% | +140.5% | +117.7% |
| 5Y | +94.2% | -40.5% | +134.7% | +109.3% |
| 10Y | +557.9% | +103.9% | +454.0% | +363.5% |
| All | +1,570.9% | +804.3% | +766.7% | +460.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling