+153.2%
QQQM vs IR
+103.7%
+49.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | +1.5% | +0.6% | +0.9% | +1.2% |
| 30D | -0.7% | -13.6% | +13.0% | +5.1% |
| 3M | +0.4% | +3.7% | -3.2% | -1.6% |
| 6M | +20.1% | -13.1% | +33.1% | +25.4% |
| YTD | +17.2% | -5.1% | +22.4% | +17.2% |
| 1Y | +24.7% | -6.5% | +31.2% | +25.0% |
| 3Y | +96.6% | +8.5% | +88.1% | +79.5% |
| 5Y | +95.0% | +43.3% | +51.7% | +54.0% |
| All | +153.2% | +103.7% | +49.5% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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