+96.4%
QQQM vs IRM
+197.3%
-100.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.2% |
| 7D | -0.6% | -1.4% | +0.9% | -0.1% |
| 30D | -1.2% | -7.4% | +6.2% | +1.4% |
| 3M | -0.1% | -7.4% | +7.3% | +2.2% |
| 6M | +18.0% | +8.7% | +9.3% | +13.5% |
| YTD | +16.7% | +40.9% | -24.3% | +1.6% |
| 1Y | +23.0% | +20.5% | +2.5% | +13.0% |
| 3Y | +93.3% | +101.7% | -8.4% | +36.3% |
| All | +96.4% | +197.3% | -100.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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