+140.0%
IBM vs QID
-99.0%
+239.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.4% |
| 7D | -1.5% | +1.8% | -3.3% | -0.8% |
| 30D | +8.4% | +21.6% | -13.2% | +14.5% |
| 3M | +4.2% | +12.6% | -8.4% | +8.1% |
| 6M | +7.9% | +6.9% | +1.0% | +11.0% |
| YTD | -15.2% | -20.5% | +5.3% | -18.6% |
| 1Y | -18.7% | -18.1% | -0.6% | -21.2% |
| 3Y | +79.2% | -70.7% | +149.9% | +40.1% |
| 5Y | +144.7% | -77.2% | +222.0% | +96.2% |
| All | +140.0% | -99.0% | +239.1% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling