+144.5%
IBM vs QID
-99.1%
+243.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.5% |
| 7D | +3.6% | -1.9% | +5.5% | +3.1% |
| 30D | +1.5% | +1.7% | -0.2% | +2.1% |
| 3M | -12.9% | -3.9% | -9.0% | -13.7% |
| 6M | -3.9% | -30.0% | +26.1% | -11.7% |
| YTD | -17.3% | -28.2% | +10.9% | -23.1% |
| 1Y | -5.0% | -35.6% | +30.7% | -13.7% |
| 3Y | +78.2% | -74.3% | +152.5% | +34.5% |
| 5Y | +120.6% | -80.8% | +201.4% | +67.9% |
| 10Y | +144.5% | -99.2% | +243.6% | -18.0% |
| All | +144.5% | -99.1% | +243.6% | -18.0% |
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