+142.9%
QQQM vs FIX
+1,923.0%
-1,780.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.4% |
| 7D | +6.2% | +16.9% | -10.7% | +2.2% |
| 30D | -7.4% | -30.6% | +23.2% | +0.2% |
| 3M | -4.8% | -35.1% | +30.3% | +4.2% |
| 6M | -2.4% | -44.0% | +41.6% | +9.9% |
| YTD | +12.4% | +21.0% | -8.6% | +3.4% |
| 1Y | +11.4% | +16.2% | -4.8% | +3.2% |
| 3Y | +85.4% | +506.9% | -421.5% | +2.6% |
| 5Y | +80.3% | +1,051.1% | -970.8% | -21.0% |
| All | +142.9% | +1,923.0% | -1,780.1% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling