+567.7%
QCOM vs IBB
+560.8%
+6.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | +3.3% | +1.4% | +1.9% | +2.3% |
| 30D | +7.7% | +10.5% | -2.8% | +0.2% |
| 3M | -30.1% | +23.6% | -53.7% | -40.0% |
| 6M | +22.8% | +22.6% | +0.2% | +5.4% |
| YTD | +0.2% | +25.7% | -25.5% | -15.6% |
| 1Y | +7.9% | +51.4% | -43.5% | -20.2% |
| 3Y | +55.8% | +64.4% | -8.5% | +8.5% |
| 5Y | +30.1% | +22.1% | +7.9% | +10.8% |
| 10Y | +248.9% | +132.5% | +116.4% | +87.4% |
| All | +567.7% | +560.8% | +6.8% | +40.5% |
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 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