+152.0%
QQQM vs ICE
+64.5%
+87.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -0.6% | -2.4% | +1.8% | +0.5% |
| 30D | -1.2% | +4.0% | -5.2% | -3.1% |
| 3M | -0.1% | +13.7% | -13.8% | -6.4% |
| 6M | +18.0% | +0.9% | +17.0% | +16.7% |
| YTD | +16.7% | -2.1% | +18.8% | +16.3% |
| 1Y | +23.0% | -9.5% | +32.6% | +27.9% |
| 3Y | +93.3% | +42.1% | +51.3% | +50.3% |
| 5Y | +96.3% | +41.4% | +54.9% | +49.3% |
| All | +152.0% | +64.5% | +87.5% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling