-13.3%
IBM vs Q
+19.7%
-33.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.4% | -3.3% | +3.7% | +0.4% |
| 30D | +14.8% | -9.7% | +24.5% | +14.5% |
| 3M | +8.9% | -16.1% | +25.0% | +8.4% |
| 6M | +12.4% | -15.7% | +28.1% | +10.0% |
| YTD | -12.4% | +45.7% | -58.1% | -20.7% |
| 1Y | -13.3% | +18.0% | -31.3% | -19.8% |
| All | -13.3% | +19.7% | -33.0% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling