+106.1%
IBM vs QXO
-5.4%
+111.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.1% | +7.5% | +3.4% |
| 7D | +3.6% | -3.9% | +7.4% | +3.6% |
| 30D | +1.5% | -17.4% | +18.9% | +1.6% |
| 3M | -12.9% | -22.5% | +9.6% | -12.8% |
| 6M | -3.9% | -41.4% | +37.5% | -3.7% |
| YTD | -17.3% | -34.1% | +16.8% | -17.3% |
| 1Y | -5.0% | -40.8% | +35.8% | -4.9% |
| 3Y | +78.2% | -43.9% | +122.1% | +76.2% |
| 5Y | +120.6% | -69.6% | +190.2% | +118.2% |
| 10Y | +144.5% | +41.0% | +103.5% | +139.6% |
| All | +106.1% | -5.4% | +111.6% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling