+25.6%
QQQ vs IBM
-1.8%
+27.4%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +0.2% | +0.3% | 0.0% | +0.2% |
| 3M | -2.8% | -21.6% | +18.8% | -1.2% |
| 6M | +18.0% | -4.7% | +22.7% | +16.9% |
| YTD | +17.3% | -19.1% | +36.4% | +19.1% |
| 1Y | +25.6% | -2.5% | +28.1% | +26.9% |
| All | +25.6% | -1.8% | +27.4% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 1y: compounded portfolio wealth divided by compounded IBM 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…
1y analysis · Full analysis span regression · 6 months rolling