+96.4%
QQQM vs CBOE
+136.7%
-40.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | -0.6% | -5.8% | +5.2% | -0.2% |
| 30D | -1.2% | -3.1% | +1.9% | -1.1% |
| 3M | -0.1% | -4.8% | +4.7% | +0.2% |
| 6M | +18.0% | -0.6% | +18.5% | +17.3% |
| YTD | +16.7% | +12.8% | +3.9% | +14.2% |
| 1Y | +23.0% | +19.8% | +3.3% | +19.3% |
| 3Y | +93.3% | +86.9% | +6.4% | +59.7% |
| All | +96.4% | +136.7% | -40.2% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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