+520.2%
QCOM vs IBB
+554.8%
-34.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.3% |
| 3M | 0.0% | +9.5% | -9.4% | -6.4% |
| 6M | -15.2% | +23.3% | -38.5% | -27.4% |
| YTD | -6.9% | +24.5% | -31.5% | -21.1% |
| 1Y | -11.0% | +32.9% | -43.9% | -28.0% |
| 3Y | +39.8% | +76.6% | -36.8% | -7.4% |
| 5Y | +7.2% | +35.5% | -28.3% | -14.6% |
| 10Y | +207.7% | +156.7% | +50.9% | +55.3% |
| All | +520.2% | +554.8% | -34.6% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling