+58.2%
QQQI vs MKTX
-38.8%
+97.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -0.3% | +0.7% | -1.0% | -0.3% |
| 3M | +1.3% | +40.8% | -39.4% | +1.7% |
| 6M | +11.5% | -8.0% | +19.5% | +10.5% |
| YTD | +11.3% | -8.7% | +20.0% | +10.3% |
| 1Y | +16.9% | -11.8% | +28.7% | +15.8% |
| All | +58.2% | -38.8% | +97.0% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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