+216.5%
QCOM vs IBB
+156.3%
+60.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.3% |
| 7D | +0.4% | -1.8% | +2.2% | +2.1% |
| 30D | -6.6% | +5.1% | -11.7% | -9.7% |
| 3M | +3.7% | +10.7% | -7.0% | -4.2% |
| 6M | -13.3% | +22.9% | -36.2% | -26.4% |
| YTD | -1.8% | +26.7% | -28.5% | -18.8% |
| 1Y | -2.5% | +35.1% | -37.6% | -23.4% |
| 3Y | +47.0% | +80.2% | -33.2% | -7.6% |
| 5Y | +13.1% | +37.8% | -24.7% | -13.8% |
| All | +216.5% | +156.3% | +60.1% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling