-19.9%
IBM vs QID
-18.7%
-1.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.2% |
| 7D | -1.5% | +1.8% | -3.3% | -1.0% |
| 30D | +8.4% | +21.6% | -13.2% | +11.8% |
| 3M | +4.2% | +12.6% | -8.4% | +6.3% |
| 6M | +7.9% | +6.9% | +1.0% | +9.5% |
| YTD | -15.2% | -20.5% | +5.3% | -22.0% |
| All | -19.9% | -18.7% | -1.2% | -25.2% |
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