+93.3%
QQQM vs ICE
+41.6%
+51.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -0.6% | -2.4% | +1.8% | -0.1% |
| 30D | -1.2% | +4.0% | -5.2% | -2.1% |
| 3M | -0.1% | +13.7% | -13.8% | -3.0% |
| 6M | +18.0% | +0.9% | +17.0% | +18.3% |
| YTD | +16.7% | -2.1% | +18.8% | +17.5% |
| 1Y | +23.0% | -9.5% | +32.6% | +28.2% |
| 3Y | +93.3% | +42.1% | +51.3% | +66.8% |
| All | +93.3% | +41.6% | +51.7% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling