+153.5%
QQQM vs FIX
+2,787.9%
-2,634.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | +0.4% | +6.0% | -5.7% | -1.1% |
| 30D | +0.2% | -7.2% | +7.5% | +1.9% |
| 3M | -2.8% | -15.9% | +13.1% | +0.6% |
| 6M | +18.1% | +12.7% | +5.3% | +12.8% |
| YTD | +17.4% | +72.8% | -55.4% | +0.3% |
| 1Y | +25.7% | +122.9% | -97.2% | -0.4% |
| 3Y | +94.1% | +774.3% | -680.2% | -0.7% |
| 5Y | +94.9% | +2,049.5% | -1,954.6% | -22.8% |
| All | +153.5% | +2,787.9% | -2,634.4% | -1.3% |
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