+4.5%
QQQM vs IFF
+40.8%
-36.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.8% | -6.3% |
| 7D | -9.4% | -4.9% | -4.5% | -9.2% |
| 30D | -14.7% | +2.9% | -17.6% | -15.0% |
| 3M | -9.6% | -1.5% | -8.1% | -9.6% |
| 6M | -4.7% | +23.3% | -28.0% | -7.0% |
| YTD | +5.9% | +30.2% | -24.3% | +2.5% |
| 1Y | +4.5% | +37.9% | -33.4% | +1.0% |
| All | +4.5% | +40.8% | -36.2% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling