+152.5%
QQQM vs IBN
+178.7%
-26.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.3% |
| 7D | +1.0% | -5.1% | +6.1% | +2.8% |
| 30D | -0.6% | -3.5% | +2.9% | +0.5% |
| 3M | +1.3% | +11.3% | -10.0% | -2.5% |
| 6M | +18.2% | +4.4% | +13.8% | +16.0% |
| YTD | +16.9% | -1.8% | +18.7% | +17.0% |
| 1Y | +24.0% | -8.0% | +32.0% | +26.6% |
| 3Y | +96.0% | +27.1% | +69.0% | +75.3% |
| 5Y | +95.2% | +54.5% | +40.7% | +61.2% |
| All | +152.5% | +178.7% | -26.1% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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