+149.8%
QQQM vs ICE
+62.9%
+87.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.9% |
| 7D | -1.3% | -5.3% | +4.1% | +1.1% |
| 30D | -1.4% | +3.0% | -4.4% | -2.8% |
| 3M | +2.2% | +11.4% | -9.3% | -3.4% |
| 6M | +16.9% | -2.0% | +18.9% | +17.4% |
| YTD | +15.7% | -3.1% | +18.8% | +15.8% |
| 1Y | +22.7% | -8.4% | +31.1% | +26.4% |
| 3Y | +93.9% | +40.7% | +53.2% | +51.4% |
| 5Y | +94.6% | +40.0% | +54.6% | +48.7% |
| All | +149.8% | +62.9% | +87.0% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling