+152.0%
QQQM vs IBKR
+634.1%
-482.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.2% |
| 7D | -0.6% | -1.3% | +0.8% | -0.1% |
| 30D | -1.2% | -0.2% | -1.0% | -1.4% |
| 3M | -0.1% | +3.0% | -3.1% | -1.6% |
| 6M | +18.0% | +33.9% | -15.9% | +6.1% |
| YTD | +16.7% | +42.5% | -25.8% | +2.3% |
| 1Y | +23.0% | +44.9% | -21.8% | +6.8% |
| 3Y | +93.3% | +293.0% | -199.7% | +16.8% |
| 5Y | +96.3% | +497.7% | -401.4% | -1.1% |
| All | +152.0% | +634.1% | -482.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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