+143.6%
IBM vs QID
-99.1%
+242.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +0.3% |
| 7D | -1.7% | -1.1% | -0.6% | -1.7% |
| 30D | +10.1% | +14.4% | -4.3% | +14.5% |
| 3M | +4.8% | +6.7% | -1.8% | +7.3% |
| 6M | +12.6% | +2.6% | +10.0% | +14.7% |
| YTD | -13.9% | -24.2% | +10.3% | -18.3% |
| 1Y | -18.7% | -22.3% | +3.6% | -22.2% |
| 3Y | +81.9% | -72.0% | +154.0% | +40.6% |
| 5Y | +148.3% | -78.2% | +226.5% | +97.2% |
| 10Y | +143.6% | -99.1% | +242.7% | -20.3% |
| All | +143.6% | -99.1% | +242.7% | -20.3% |
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