+152.5%
QQQM vs IRM
+426.1%
-273.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | +1.0% | +3.0% | -2.0% | +0.1% |
| 30D | -0.6% | -5.2% | +4.6% | +0.9% |
| 3M | +1.3% | -8.0% | +9.3% | +3.6% |
| 6M | +18.2% | +9.2% | +9.0% | +14.3% |
| YTD | +16.9% | +41.0% | -24.1% | +4.2% |
| 1Y | +24.0% | +23.3% | +0.8% | +14.7% |
| 3Y | +96.0% | +102.8% | -6.8% | +50.3% |
| 5Y | +95.2% | +192.8% | -97.6% | +34.9% |
| All | +152.5% | +426.1% | -273.6% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling