+151.4%
IBM vs QS
-44.4%
+195.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -0.3% | -2.3% | +2.0% | -0.2% |
| 30D | +0.3% | -0.7% | +1.0% | +0.3% |
| 3M | -21.6% | -39.6% | +18.0% | -20.7% |
| 6M | -4.7% | -21.7% | +17.0% | -4.3% |
| YTD | -19.1% | -47.4% | +28.3% | -18.0% |
| 1Y | -2.5% | -28.4% | +25.9% | -2.1% |
| 3Y | +74.2% | -22.6% | +96.8% | +72.1% |
| 5Y | +113.1% | -75.6% | +188.7% | +111.2% |
| All | +151.4% | -44.4% | +195.8% | +159.9% |
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