-5.0%
IBM vs QID
-35.9%
+30.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.5% |
| 7D | +3.6% | -1.9% | +5.5% | +3.2% |
| 30D | +1.5% | +1.7% | -0.2% | +1.8% |
| 3M | -12.9% | -3.9% | -9.0% | -14.0% |
| 6M | -3.9% | -30.0% | +26.1% | -13.9% |
| YTD | -17.3% | -28.2% | +10.9% | -24.8% |
| 1Y | -5.0% | -35.6% | +30.7% | -12.1% |
| All | -5.0% | -35.9% | +30.9% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling