+58.6%
QQQI vs COMP
+187.4%
-128.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.2% |
| 7D | +1.3% | +4.1% | -2.8% | +1.0% |
| 30D | +0.2% | -14.5% | +14.8% | +1.4% |
| 3M | +1.5% | +41.8% | -40.3% | -1.7% |
| 6M | +13.2% | +23.6% | -10.3% | +10.2% |
| YTD | +11.6% | +1.7% | +9.9% | +9.9% |
| 1Y | +18.0% | +12.6% | +5.4% | +15.0% |
| All | +58.6% | +187.4% | -128.8% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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