+93.3%
QQQ vs IBM
+77.1%
+16.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.8% |
| 7D | +1.0% | +3.6% | -2.6% | +0.5% |
| 30D | -0.6% | +1.5% | -2.2% | -0.9% |
| 3M | +1.3% | -12.9% | +14.2% | +2.4% |
| 6M | +18.1% | -3.9% | +22.0% | +16.0% |
| YTD | +16.9% | -17.3% | +34.2% | +18.9% |
| 1Y | +24.0% | -5.0% | +29.0% | +20.4% |
| All | +93.3% | +77.1% | +16.2% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling