+123.0%
IBM vs QXO
-70.1%
+193.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +3.6% | -7.8% | +11.4% | +3.6% |
| 30D | +3.1% | -18.1% | +21.2% | +3.2% |
| 3M | -10.8% | -25.8% | +14.9% | -10.7% |
| 6M | -0.8% | -41.7% | +40.9% | -0.6% |
| YTD | -16.2% | -36.2% | +20.0% | -16.1% |
| 1Y | -2.9% | -42.1% | +39.2% | -2.7% |
| 3Y | +79.8% | -46.2% | +126.0% | +76.9% |
| All | +123.0% | -70.1% | +193.2% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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