+56.1%
XLI vs QQQI
+57.7%
-1.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.4% |
| 7D | -1.7% | -0.3% | -1.3% | -1.4% |
| 30D | -7.3% | -0.3% | -7.0% | -7.1% |
| 3M | -1.3% | +1.3% | -2.7% | -2.5% |
| 6M | +2.2% | +11.5% | -9.3% | -5.9% |
| YTD | +11.7% | +11.3% | +0.4% | +2.8% |
| 1Y | +14.3% | +16.9% | -2.6% | +1.4% |
| All | +56.1% | +57.7% | -1.6% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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