+96.4%
QQQM vs IT
-42.9%
+139.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | -0.4% |
| 7D | -0.6% | -3.7% | +3.1% | +0.2% |
| 30D | -1.2% | +0.1% | -1.3% | -1.6% |
| 3M | -0.1% | +20.7% | -20.8% | -6.7% |
| 6M | +18.0% | +12.0% | +6.0% | +11.4% |
| YTD | +16.7% | -28.8% | +45.5% | +27.9% |
| 1Y | +23.0% | -25.5% | +48.6% | +31.4% |
| 3Y | +93.3% | -48.8% | +142.1% | +131.7% |
| All | +96.4% | -42.9% | +139.4% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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