+92.9%
QQQ vs ITW
+20.2%
+72.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -0.6% | -0.7% | +0.2% | -0.3% |
| 30D | -1.2% | -8.3% | +7.1% | +2.1% |
| 3M | -0.2% | +6.0% | -6.2% | -3.0% |
| 6M | +17.9% | 0.0% | +17.9% | +17.1% |
| YTD | +16.6% | +10.2% | +6.4% | +10.3% |
| 1Y | +23.0% | +3.2% | +19.8% | +19.9% |
| 3Y | +92.9% | +21.0% | +72.0% | +69.5% |
| All | +92.9% | +20.2% | +72.7% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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