+150.5%
IBM vs QS
-47.4%
+197.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -0.3% | -5.0% | +4.7% | -0.2% |
| 30D | -1.8% | -18.3% | +16.5% | -1.3% |
| 3M | -13.5% | -26.0% | +12.5% | -13.0% |
| 6M | -5.1% | -24.0% | +18.9% | -4.7% |
| YTD | -19.4% | -50.3% | +30.9% | -18.2% |
| 1Y | -6.5% | -38.0% | +31.4% | -5.8% |
| 3Y | +73.8% | -24.6% | +98.4% | +71.9% |
| 5Y | +116.3% | -75.4% | +191.7% | +114.6% |
| All | +150.5% | -47.4% | +197.9% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling