+152.0%
QQQM vs XLI
+133.0%
+19.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | 0.0% |
| 7D | -0.6% | -1.7% | +1.1% | +0.9% |
| 30D | -1.2% | -7.3% | +6.1% | +5.4% |
| 3M | -0.1% | -1.3% | +1.2% | +1.0% |
| 6M | +18.0% | +2.2% | +15.7% | +15.3% |
| YTD | +16.7% | +11.7% | +5.0% | +5.1% |
| 1Y | +23.0% | +14.3% | +8.8% | +8.6% |
| 3Y | +93.3% | +70.3% | +23.0% | +20.1% |
| 5Y | +96.3% | +82.3% | +14.0% | +13.8% |
| All | +152.0% | +133.0% | +19.0% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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