+1,569.6%
QQQ vs IBM
+428.7%
+1,140.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | -0.6% | -1.5% | +0.8% | 0.0% |
| 3M | +0.4% | -16.8% | +17.2% | +5.9% |
| 6M | +20.1% | -9.0% | +29.1% | +17.5% |
| YTD | +17.2% | -20.1% | +37.3% | +21.3% |
| 1Y | +24.7% | -7.0% | +31.7% | +17.4% |
| 3Y | +96.2% | +72.4% | +23.8% | +23.7% |
| 5Y | +94.4% | +112.0% | -17.6% | +6.3% |
| 10Y | +556.7% | +131.6% | +425.1% | +217.4% |
| All | +1,569.6% | +428.7% | +1,140.9% | +334.5% |
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