-18.7%
IBM vs QS
-73.9%
+55.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.9% | +2.0% |
| 7D | -1.7% | -5.0% | +3.2% | -1.3% |
| 30D | +10.1% | -1.4% | +11.5% | +10.0% |
| 3M | +4.8% | -33.6% | +38.4% | +8.1% |
| 6M | +12.6% | -47.6% | +60.2% | +19.2% |
| YTD | -13.9% | -59.6% | +45.7% | -6.3% |
| 1Y | -18.7% | -73.5% | +54.8% | -6.6% |
| All | -18.7% | -73.9% | +55.2% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling