+17.4%
QQQM vs IRE
-85.1%
+102.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.8% |
| 7D | -0.6% | -4.5% | +3.9% | -0.4% |
| 30D | -1.2% | -7.8% | +6.6% | -1.3% |
| 3M | -0.1% | -60.0% | +59.9% | +1.7% |
| 6M | +18.0% | -48.3% | +66.2% | +16.2% |
| YTD | +16.7% | -54.5% | +71.2% | +13.4% |
| All | +17.4% | -85.1% | +102.5% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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