+166.3%
IBM vs QS
-62.6%
+229.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +1.1% |
| 7D | +1.6% | -14.0% | +15.6% | +2.0% |
| 30D | +9.2% | -6.4% | +15.6% | +9.3% |
| 3M | +4.9% | -40.3% | +45.2% | +6.3% |
| 6M | +16.8% | -57.5% | +74.3% | +19.1% |
| YTD | -14.3% | -64.7% | +50.4% | -12.3% |
| 1Y | -16.7% | -72.9% | +56.2% | -14.3% |
| 3Y | +82.2% | -33.5% | +115.7% | +81.2% |
| 5Y | +149.9% | -90.5% | +240.5% | +150.6% |
| All | +166.3% | -62.6% | +229.0% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling