+521.9%
IBM vs QID
-100.0%
+621.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | -0.6% | +0.3% | -0.5% |
| 30D | +0.3% | 0.0% | +0.3% | +0.4% |
| 3M | -21.6% | +3.7% | -25.3% | -20.3% |
| 6M | -4.7% | -29.9% | +25.2% | -13.7% |
| YTD | -19.1% | -28.8% | +9.7% | -25.9% |
| 1Y | -2.5% | -37.2% | +34.7% | -13.6% |
| 3Y | +74.2% | -73.7% | +147.9% | +25.2% |
| 5Y | +113.1% | -80.7% | +193.9% | +52.3% |
| 10Y | +133.5% | -99.1% | +232.7% | -31.1% |
| All | +521.9% | -100.0% | +621.9% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling