+96.4%
QQQM vs IEFA
+50.2%
+46.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | -0.1% |
| 7D | -0.6% | -1.6% | +1.0% | +1.0% |
| 30D | -1.2% | -1.5% | +0.3% | +0.3% |
| 3M | -0.1% | +3.4% | -3.5% | -3.3% |
| 6M | +18.0% | +9.5% | +8.5% | +7.6% |
| YTD | +16.7% | +13.0% | +3.6% | +2.7% |
| 1Y | +23.0% | +18.0% | +5.0% | +3.6% |
| 3Y | +93.3% | +65.4% | +28.0% | +13.4% |
| All | +96.4% | +50.2% | +46.2% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 5y: compounded portfolio wealth divided by compounded IEFA 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…
5y analysis · Full analysis span regression · 6 months rolling