+77.5%
QQQM vs IP
-9.5%
+87.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.5% | +2.8% |
| 7D | -0.3% | -3.0% | +2.7% | +0.3% |
| 30D | -9.7% | +10.6% | -20.3% | -11.8% |
| 3M | -6.0% | -13.6% | +7.6% | -3.1% |
| 6M | -4.3% | +10.4% | -14.7% | -7.6% |
| YTD | +10.9% | -6.5% | +17.4% | +10.4% |
| 1Y | +11.9% | -2.1% | +14.0% | +9.8% |
| 3Y | +86.9% | +22.0% | +64.9% | +61.2% |
| 5Y | +77.5% | -9.7% | +87.2% | +69.9% |
| All | +77.5% | -9.5% | +87.1% | +69.9% |
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