+152.0%
QQQM vs IEMG
+76.7%
+75.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | -0.1% |
| 7D | -0.6% | -1.3% | +0.7% | +0.5% |
| 30D | -1.2% | +1.9% | -3.1% | -2.8% |
| 3M | -0.1% | +1.4% | -1.5% | -1.5% |
| 6M | +18.0% | +15.2% | +2.8% | +4.0% |
| YTD | +16.7% | +23.8% | -7.1% | -3.7% |
| 1Y | +23.0% | +30.7% | -7.6% | -3.0% |
| 3Y | +93.3% | +83.3% | +10.1% | +13.2% |
| 5Y | +96.3% | +48.8% | +47.5% | +34.2% |
| All | +152.0% | +76.7% | +75.3% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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