+94.6%
QQQM vs CI
+47.5%
+47.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -1.3% | -1.3% | +0.1% | -1.1% |
| 30D | -1.4% | +3.1% | -4.5% | -1.7% |
| 3M | +2.2% | -4.5% | +6.7% | +2.5% |
| 6M | +16.9% | +8.3% | +8.6% | +15.4% |
| YTD | +15.7% | +3.8% | +11.9% | +14.7% |
| 1Y | +22.7% | -5.0% | +27.7% | +22.6% |
| 3Y | +93.9% | +5.8% | +88.2% | +85.0% |
| 5Y | +94.6% | +50.6% | +43.9% | +60.2% |
| All | +94.6% | +47.5% | +47.0% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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