+152.0%
QQQM vs IYR
+38.6%
+113.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.4% |
| 7D | -0.6% | -1.4% | +0.8% | +0.3% |
| 30D | -1.2% | -2.7% | +1.5% | +0.4% |
| 3M | -0.1% | -2.1% | +2.0% | +0.8% |
| 6M | +18.0% | +3.6% | +14.4% | +14.4% |
| YTD | +16.7% | +8.1% | +8.6% | +9.9% |
| 1Y | +23.0% | +4.7% | +18.3% | +18.2% |
| 3Y | +93.3% | +29.1% | +64.2% | +57.5% |
| 5Y | +96.3% | +6.9% | +89.4% | +84.9% |
| All | +152.0% | +38.6% | +113.5% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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