-19.7%
IBM vs Q
+66.4%
-86.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.3% | -7.2% | -0.7% |
| 7D | -5.0% | +0.3% | -5.3% | -4.9% |
| 30D | +11.1% | -9.8% | +20.9% | +10.8% |
| 3M | +5.7% | -12.2% | +17.9% | +5.3% |
| 6M | +10.1% | -21.6% | +31.7% | +8.3% |
| YTD | -15.6% | +43.6% | -59.2% | -23.1% |
| 1Y | -19.5% | +25.7% | -45.2% | -26.1% |
| All | -19.7% | +66.4% | -86.1% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling