+38.2%
QCOM vs IBKR
+480.3%
-442.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.7% |
| 7D | +4.9% | -3.8% | +8.7% | +6.6% |
| 30D | +9.3% | -0.3% | +9.6% | +9.0% |
| 3M | -7.0% | +4.8% | -11.8% | -9.3% |
| 6M | +32.0% | +30.8% | +1.2% | +16.7% |
| YTD | +5.0% | +39.5% | -34.4% | -10.1% |
| 1Y | +13.6% | +43.7% | -30.1% | -4.3% |
| 3Y | +77.6% | +284.7% | -207.1% | -7.7% |
| 5Y | +38.2% | +484.9% | -446.7% | -43.5% |
| All | +38.2% | +480.3% | -442.1% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling