+153.5%
QQQM vs IP
+16.1%
+137.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | +0.4% | -5.3% | +5.6% | +1.4% |
| 30D | +0.2% | -10.9% | +11.1% | +2.5% |
| 3M | -2.8% | +11.2% | -14.0% | -5.5% |
| 6M | +18.1% | -10.2% | +28.3% | +19.6% |
| YTD | +17.4% | -2.0% | +19.3% | +16.0% |
| 1Y | +25.7% | -19.1% | +44.8% | +29.4% |
| 3Y | +94.1% | +20.9% | +73.3% | +76.3% |
| 5Y | +94.9% | -17.8% | +112.7% | +84.1% |
| All | +153.5% | +16.1% | +137.4% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling