+2.4%
QCOM vs IBB
+30.0%
-27.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.4% |
| 7D | +13.0% | +1.6% | +11.4% | +12.1% |
| 30D | +0.2% | +6.7% | -6.5% | -1.6% |
| 3M | +9.2% | +6.3% | +2.9% | +6.8% |
| 6M | -15.0% | +23.9% | -38.9% | -22.9% |
| YTD | +5.2% | +26.6% | -21.4% | -6.1% |
| 1Y | +2.4% | +29.6% | -27.3% | -9.6% |
| All | +2.4% | +30.0% | -27.7% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling