+152.5%
QQQM vs IAG
+405.9%
-253.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | +1.0% | +1.7% | -0.7% | +0.8% |
| 30D | -0.6% | +11.4% | -12.1% | -1.7% |
| 3M | +1.3% | +33.0% | -31.7% | -1.6% |
| 6M | +18.2% | -6.0% | +24.2% | +17.7% |
| YTD | +16.9% | +24.6% | -7.6% | +13.3% |
| 1Y | +24.0% | +105.0% | -80.9% | +14.9% |
| 3Y | +96.0% | +837.9% | -741.9% | +56.4% |
| 5Y | +95.2% | +817.0% | -721.8% | +46.7% |
| All | +152.5% | +405.9% | -253.4% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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