+96.4%
QQQM vs XLI
+80.9%
+15.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | -0.1% |
| 7D | -0.6% | -1.7% | +1.1% | +1.0% |
| 30D | -1.2% | -7.3% | +6.1% | +6.1% |
| 3M | -0.1% | -1.3% | +1.2% | +1.1% |
| 6M | +18.0% | +2.2% | +15.7% | +14.8% |
| YTD | +16.7% | +11.7% | +5.0% | +3.7% |
| 1Y | +23.0% | +14.3% | +8.8% | +6.8% |
| 3Y | +93.3% | +70.3% | +23.0% | +10.7% |
| All | +96.4% | +80.9% | +15.5% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling