+152.0%
QQQM vs IEFA
+93.5%
+58.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | -0.1% | +3.4% | -3.5% | -3.2% |
| 6M | +18.0% | +9.5% | +8.5% | +7.9% |
| YTD | +16.7% | +13.0% | +3.6% | +3.2% |
| 1Y | +23.0% | +18.0% | +5.0% | +4.3% |
| 3Y | +93.3% | +65.4% | +28.0% | +16.3% |
| 5Y | +96.3% | +51.6% | +44.7% | +26.4% |
| All | +152.0% | +93.5% | +58.6% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling