-16.7%
IBM vs Q
+29.7%
-46.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +0.9% |
| 7D | +1.6% | +1.2% | +0.4% | +1.6% |
| 30D | +9.2% | -2.7% | +11.9% | +9.2% |
| 3M | +4.9% | -16.9% | +21.9% | +4.3% |
| 6M | +16.8% | -26.9% | +43.6% | +15.6% |
| YTD | -14.3% | +45.2% | -59.5% | -23.0% |
| 1Y | -16.7% | +38.1% | -54.9% | -24.6% |
| All | -16.7% | +29.7% | -46.4% | -24.6% |
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