+39.3%
QCOM vs IBB
+75.6%
-36.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.0% | -4.5% | -6.0% |
| 7D | -15.5% | -3.6% | -11.8% | -13.0% |
| 30D | -13.4% | +3.4% | -16.8% | -15.0% |
| 3M | 0.0% | +9.5% | -9.4% | -6.4% |
| 6M | -15.2% | +23.3% | -38.5% | -27.8% |
| YTD | -6.9% | +24.5% | -31.5% | -21.7% |
| 1Y | -11.0% | +32.9% | -43.9% | -29.2% |
| All | +39.3% | +75.6% | -36.3% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling