+149.8%
QQQM vs INCY
+26.8%
+123.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | -1.3% | -3.7% | +2.4% | -0.5% |
| 30D | -1.4% | +1.8% | -3.2% | -1.8% |
| 3M | +2.2% | +17.0% | -14.8% | -1.5% |
| 6M | +16.9% | +28.4% | -11.5% | +10.1% |
| YTD | +15.7% | +24.8% | -9.2% | +9.3% |
| 1Y | +22.7% | +42.9% | -20.3% | +12.1% |
| 3Y | +93.9% | +92.7% | +1.2% | +60.9% |
| 5Y | +94.6% | +73.3% | +21.2% | +65.7% |
| All | +149.8% | +26.8% | +123.1% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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