+767.4%
QQQ vs IYR
+690.9%
+76.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | +1.0% | -0.9% | +1.9% | +1.5% |
| 30D | -0.6% | -2.4% | +1.7% | +0.6% |
| 3M | +1.3% | -2.0% | +3.3% | +2.0% |
| 6M | +18.1% | +2.5% | +15.7% | +16.1% |
| YTD | +16.9% | +8.3% | +8.6% | +11.6% |
| 1Y | +24.0% | +6.5% | +17.5% | +19.3% |
| 3Y | +95.6% | +29.3% | +66.3% | +68.7% |
| 5Y | +94.5% | +5.7% | +88.8% | +86.4% |
| 10Y | +571.7% | +69.2% | +502.5% | +403.6% |
| All | +767.4% | +690.9% | +76.5% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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