+86.1%
QQQM vs IOT
+54.1%
+31.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -0.6% | -4.5% | +4.0% | +0.2% |
| 30D | -1.2% | -2.4% | +1.2% | -0.9% |
| 3M | -0.1% | +19.0% | -19.1% | -3.8% |
| 6M | +18.0% | +19.6% | -1.7% | +12.5% |
| YTD | +16.7% | +8.3% | +8.4% | +12.3% |
| 1Y | +23.0% | -0.8% | +23.8% | +19.9% |
| 3Y | +93.3% | +24.4% | +68.9% | +72.4% |
| All | +86.1% | +54.1% | +31.9% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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