+152.0%
QQQM vs FIX
+2,932.2%
-2,780.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | -0.7% |
| 7D | -0.6% | +5.0% | -5.6% | -1.8% |
| 30D | -1.2% | -2.7% | +1.5% | -0.8% |
| 3M | -0.1% | -8.2% | +8.1% | +1.2% |
| 6M | +18.0% | +20.3% | -2.3% | +11.0% |
| YTD | +16.7% | +81.4% | -64.7% | -1.6% |
| 1Y | +23.0% | +121.5% | -98.5% | -2.3% |
| 3Y | +93.3% | +807.4% | -714.1% | -2.0% |
| 5Y | +96.3% | +2,306.7% | -2,210.5% | -23.6% |
| All | +152.0% | +2,932.2% | -2,780.1% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling