-11.5%
IREN vs QCOM
+2.0%
-13.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +5.5% | +14.5% | +15.7% |
| 7D | -9.6% | +0.4% | -10.0% | -9.2% |
| 30D | -44.1% | -6.6% | -37.5% | -40.4% |
| 3M | -42.9% | +3.7% | -46.6% | -44.6% |
| 6M | -64.5% | -13.3% | -51.2% | -63.3% |
| YTD | -42.7% | -1.8% | -40.9% | -48.3% |
| 1Y | -67.7% | -2.5% | -65.2% | -70.8% |
| 3Y | +547.9% | +47.0% | +500.9% | +296.1% |
| All | -11.5% | +2.0% | -13.5% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 5y: compounded portfolio wealth divided by compounded QCOM 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…
5y analysis · Full analysis span regression · 6 months rolling