+73.0%
IBM vs QSR
+25.0%
+48.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | -0.3% | -4.7% | +4.4% | +1.1% |
| 30D | -1.8% | +4.3% | -6.2% | -3.2% |
| 3M | -13.5% | +5.4% | -18.9% | -14.8% |
| 6M | -5.1% | +8.2% | -13.3% | -7.7% |
| YTD | -19.4% | +14.1% | -33.5% | -22.8% |
| 1Y | -6.5% | +28.1% | -34.6% | -13.7% |
| All | +73.0% | +25.0% | +48.0% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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