+152.5%
QQQM vs IT
+34.7%
+117.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +1.0% | -9.1% | +10.1% | +3.1% |
| 30D | -0.6% | -12.2% | +11.5% | +2.1% |
| 3M | +1.3% | +7.8% | -6.5% | -2.2% |
| 6M | +18.2% | +2.0% | +16.2% | +14.8% |
| YTD | +16.9% | -32.7% | +49.7% | +28.2% |
| 1Y | +24.0% | -31.1% | +55.1% | +33.9% |
| 3Y | +96.0% | -52.1% | +148.1% | +135.6% |
| 5Y | +95.2% | -46.3% | +141.5% | +116.6% |
| All | +152.5% | +34.7% | +117.9% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling