+72.4%
IBM vs QS
-19.7%
+92.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.3% |
| 7D | +0.3% | +2.2% | -1.9% | +0.2% |
| 30D | -1.5% | -8.1% | +6.6% | -1.1% |
| 3M | -16.8% | -27.0% | +10.3% | -15.8% |
| 6M | -9.0% | -16.4% | +7.4% | -8.7% |
| YTD | -20.1% | -46.4% | +26.3% | -18.3% |
| 1Y | -7.0% | -41.1% | +34.1% | -5.5% |
| 3Y | +72.4% | -18.6% | +91.0% | +69.6% |
| All | +72.4% | -19.7% | +92.1% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling