-20.2%
IBM vs Q
+27.2%
-47.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -1.5% |
| 7D | -0.3% | +11.5% | -11.8% | -0.1% |
| 30D | +6.8% | -0.2% | +6.9% | +6.8% |
| 3M | +4.4% | -13.6% | +18.0% | +4.0% |
| 6M | +13.2% | -27.0% | +40.2% | +12.7% |
| YTD | -15.1% | +50.5% | -65.7% | -24.7% |
| 1Y | -20.2% | +33.8% | -54.0% | -27.6% |
| All | -20.2% | +27.2% | -47.4% | -27.6% |
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