+505.7%
QCOM vs IBKR
+1,369.6%
-863.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.3% | -3.3% | +6.6% | +4.5% |
| 30D | +7.7% | +4.5% | +3.2% | +5.5% |
| 3M | -30.1% | +6.5% | -36.5% | -31.8% |
| 6M | +22.8% | +34.2% | -11.4% | +9.4% |
| YTD | +0.2% | +44.5% | -44.3% | -13.5% |
| 1Y | +7.9% | +44.7% | -36.8% | -7.3% |
| 3Y | +55.8% | +306.7% | -250.9% | -11.1% |
| 5Y | +30.1% | +489.9% | -459.8% | -36.4% |
| 10Y | +248.9% | +1,019.5% | -770.6% | +31.7% |
| All | +505.7% | +1,369.6% | -863.9% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling