+155.4%
IBM vs QQQM
+152.5%
+3.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +3.5% |
| 7D | +3.6% | +1.0% | +2.5% | +3.2% |
| 30D | +1.5% | -0.6% | +2.2% | +1.8% |
| 3M | -12.9% | +1.3% | -14.2% | -13.8% |
| 6M | -3.9% | +18.2% | -22.1% | -10.0% |
| YTD | -17.3% | +16.9% | -34.3% | -22.2% |
| 1Y | -5.0% | +24.0% | -29.0% | -12.4% |
| 3Y | +78.2% | +96.0% | -17.8% | +42.5% |
| 5Y | +120.6% | +95.2% | +25.4% | +69.0% |
| All | +155.4% | +152.5% | +3.0% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 QQQM 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