-23.9%
IBM vs Q
+75.3%
-99.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.1% |
| 7D | +0.3% | +6.7% | -6.4% | +0.5% |
| 30D | -1.5% | -10.6% | +9.1% | -1.8% |
| 3M | -16.8% | -14.6% | -2.2% | -17.9% |
| 6M | -9.0% | +12.1% | -21.1% | -14.0% |
| YTD | -20.1% | +51.3% | -71.3% | -27.1% |
| All | -23.9% | +75.3% | -99.3% | -30.0% |
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