+58.2%
QQQI vs COMP
+185.6%
-127.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | +0.8% | +0.8% | 0.0% | +0.8% |
| 30D | +0.2% | -13.9% | +14.0% | +1.3% |
| 3M | +2.3% | +30.7% | -28.4% | -0.2% |
| 6M | +11.6% | +18.7% | -7.1% | +8.9% |
| YTD | +11.3% | +1.0% | +10.3% | +9.7% |
| 1Y | +17.4% | +15.1% | +2.3% | +14.2% |
| All | +58.2% | +185.6% | -127.3% | +43.4% |
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