+51.8%
QQQI vs COMP
+173.0%
-121.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -5.8% | +16.6% | -22.4% | -7.1% |
| 3M | -5.0% | -23.5% | +18.5% | -3.2% |
| 6M | -3.2% | +25.7% | -28.9% | -5.6% |
| YTD | +6.8% | -3.4% | +10.2% | +5.4% |
| 1Y | +9.0% | +7.6% | +1.4% | +6.6% |
| All | +51.8% | +173.0% | -121.2% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling