+1,564.8%
QQQ vs ITW
+1,306.2%
+258.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.7% |
| 7D | +1.0% | -1.9% | +2.9% | +2.1% |
| 30D | -0.6% | -10.4% | +9.7% | +5.5% |
| 3M | +1.3% | +3.5% | -2.2% | -1.1% |
| 6M | +18.1% | -3.4% | +21.5% | +19.5% |
| YTD | +16.9% | +8.5% | +8.4% | +10.3% |
| 1Y | +24.0% | +3.2% | +20.8% | +19.8% |
| 3Y | +95.6% | +18.9% | +76.7% | +72.8% |
| 5Y | +94.5% | +35.0% | +59.5% | +58.9% |
| 10Y | +571.7% | +188.6% | +383.1% | +240.7% |
| All | +1,564.8% | +1,306.2% | +258.6% | +242.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling