+282.9%
QCOM vs IBKR
+1,011.6%
-728.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.0% |
| 7D | +7.8% | -1.3% | +9.2% | +8.4% |
| 30D | +12.2% | -0.2% | +12.4% | +11.9% |
| 3M | -9.9% | +3.0% | -12.8% | -11.4% |
| 6M | +36.9% | +33.9% | +3.1% | +20.0% |
| YTD | +8.0% | +42.5% | -34.5% | -8.2% |
| 1Y | +15.0% | +44.9% | -29.8% | -3.3% |
| 3Y | +75.8% | +293.0% | -217.2% | -7.2% |
| 5Y | +42.2% | +497.7% | -455.5% | -39.3% |
| All | +282.9% | +1,011.6% | -728.7% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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