+153.2%
QQQM vs FIS
-69.9%
+223.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +1.2% |
| 7D | +1.5% | -3.5% | +4.9% | +2.2% |
| 30D | -0.7% | -7.8% | +7.2% | +1.0% |
| 3M | +0.4% | +0.8% | -0.4% | -0.5% |
| 6M | +20.1% | -21.9% | +42.0% | +26.2% |
| YTD | +17.2% | -39.5% | +56.7% | +31.5% |
| 1Y | +24.7% | -41.0% | +65.7% | +40.6% |
| 3Y | +96.6% | -23.6% | +120.2% | +102.9% |
| 5Y | +95.0% | -65.6% | +160.7% | +140.7% |
| All | +153.2% | -69.9% | +223.1% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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