+138.9%
QQQM vs ROIV
+289.9%
-151.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | -1.3% | +19.0% | -20.2% | -3.2% |
| 30D | -1.4% | +16.1% | -17.5% | -3.1% |
| 3M | +2.2% | +44.1% | -41.9% | -1.8% |
| 6M | +16.9% | +37.8% | -21.0% | +12.6% |
| YTD | +15.7% | +88.7% | -73.0% | +7.7% |
| 1Y | +22.7% | +197.3% | -174.6% | +9.0% |
| 3Y | +93.9% | +224.9% | -131.0% | +68.5% |
| 5Y | +94.6% | +311.0% | -216.5% | +56.3% |
| All | +138.9% | +289.9% | -151.0% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling