+112.0%
IBM vs QID
-80.7%
+192.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.1% |
| 7D | +0.3% | -2.7% | +3.0% | -0.2% |
| 30D | -1.5% | +1.8% | -3.3% | -1.1% |
| 3M | -16.8% | -2.2% | -14.6% | -16.9% |
| 6M | -9.0% | -32.1% | +23.1% | -15.0% |
| YTD | -20.1% | -28.6% | +8.5% | -24.2% |
| 1Y | -7.0% | -36.3% | +29.3% | -13.4% |
| 3Y | +72.4% | -74.4% | +146.8% | +43.2% |
| 5Y | +112.0% | -80.8% | +192.7% | +70.2% |
| All | +112.0% | -80.7% | +192.7% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling