+25.7%
QQQM vs ICE
-7.2%
+32.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.1% |
| 7D | +0.4% | -0.7% | +1.0% | +0.3% |
| 30D | +0.2% | +7.6% | -7.4% | +0.5% |
| 3M | -2.8% | +13.9% | -16.7% | -1.8% |
| 6M | +18.1% | -2.4% | +20.4% | +20.4% |
| YTD | +17.4% | +0.3% | +17.1% | +19.6% |
| 1Y | +25.7% | -6.4% | +32.1% | +28.1% |
| All | +25.7% | -7.2% | +32.8% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling