+145.8%
IBM vs QSR
+218.5%
-72.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | +2.4% | -2.7% | -1.1% |
| 30D | +0.3% | +7.6% | -7.3% | -2.1% |
| 3M | -21.6% | +12.6% | -34.2% | -24.5% |
| 6M | -4.7% | +14.4% | -19.1% | -9.0% |
| YTD | -19.1% | +19.6% | -38.7% | -23.9% |
| 1Y | -2.5% | +33.9% | -36.4% | -11.7% |
| 3Y | +74.2% | +27.1% | +47.0% | +58.5% |
| 5Y | +113.1% | +48.5% | +64.6% | +82.4% |
| 10Y | +133.5% | +126.2% | +7.3% | +70.0% |
| All | +145.8% | +218.5% | -72.7% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling