+1,570.9%
QQQ vs IBM
+435.1%
+1,135.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +0.2% | +0.3% | 0.0% | -0.1% |
| 3M | -2.8% | -21.6% | +18.8% | +5.9% |
| 6M | +18.0% | -4.7% | +22.7% | +12.5% |
| YTD | +17.3% | -19.1% | +36.4% | +20.7% |
| 1Y | +25.6% | -2.5% | +28.1% | +15.1% |
| 3Y | +93.7% | +74.2% | +19.6% | +21.6% |
| 5Y | +94.2% | +113.1% | -19.0% | +5.9% |
| 10Y | +557.9% | +133.5% | +424.3% | +216.6% |
| All | +1,570.9% | +435.1% | +1,135.9% | +332.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling