+2.1%
QQQI vs IOT
+7.3%
-5.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.0% | -1.7% | -5.5% |
| 7D | -8.5% | -1.3% | -7.2% | -8.4% |
| 30D | -12.7% | -1.6% | -11.2% | -12.7% |
| 3M | -7.7% | +6.1% | -13.8% | -7.9% |
| 6M | -4.6% | +34.9% | -39.6% | -6.1% |
| YTD | +2.1% | +15.9% | -13.8% | +1.9% |
| 1Y | +2.1% | +6.0% | -4.0% | +2.4% |
| All | +2.1% | +7.3% | -5.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling