+58.2%
QQQI vs M
+29.7%
+28.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | +0.4% |
| 7D | +0.8% | -4.1% | +4.9% | +1.4% |
| 30D | +0.2% | -13.6% | +13.8% | +2.2% |
| 3M | +2.3% | -2.3% | +4.6% | +2.3% |
| 6M | +11.6% | +21.9% | -10.3% | +7.8% |
| YTD | +11.3% | -0.6% | +11.9% | +10.4% |
| 1Y | +17.4% | +29.7% | -12.3% | +11.4% |
| All | +58.2% | +29.7% | +28.6% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling