+58.2%
QQQI vs M
+33.1%
+25.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | -0.2% |
| 7D | -0.3% | -4.2% | +3.9% | +0.2% |
| 30D | -0.3% | -7.2% | +6.9% | +0.7% |
| 3M | +1.3% | -11.1% | +12.5% | +2.8% |
| 6M | +11.5% | +28.8% | -17.3% | +6.8% |
| YTD | +11.3% | +2.0% | +9.2% | +10.0% |
| 1Y | +16.9% | +31.3% | -14.4% | +10.7% |
| All | +58.2% | +33.1% | +25.1% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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