+120.6%
IBM vs QS
-74.8%
+195.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.6% | +10.0% | +3.7% |
| 7D | +3.6% | -4.2% | +7.8% | +3.7% |
| 30D | +1.5% | -15.7% | +17.2% | +2.3% |
| 3M | -12.9% | -28.7% | +15.8% | -11.9% |
| 6M | -3.9% | -23.2% | +19.3% | -3.2% |
| YTD | -17.3% | -49.9% | +32.6% | -15.3% |
| 1Y | -5.0% | -38.8% | +33.8% | -3.8% |
| 3Y | +78.2% | -24.0% | +102.2% | +73.7% |
| 5Y | +120.6% | -75.6% | +196.2% | +118.1% |
| All | +120.6% | -74.8% | +195.4% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling