+95.0%
QQQM vs IP
-17.3%
+112.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | -0.7% | -11.2% | +10.6% | +1.9% |
| 3M | +0.4% | +12.3% | -11.9% | -3.0% |
| 6M | +20.1% | -5.2% | +25.3% | +20.1% |
| YTD | +17.2% | -4.0% | +21.2% | +16.3% |
| 1Y | +24.7% | -19.2% | +44.0% | +28.9% |
| 3Y | +96.6% | +20.3% | +76.2% | +72.9% |
| 5Y | +95.0% | -17.5% | +112.5% | +86.4% |
| All | +95.0% | -17.3% | +112.4% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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