+216.5%
QCOM vs IBM
+152.4%
+64.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.9% |
| 7D | +0.4% | -5.0% | +5.3% | +2.6% |
| 30D | -6.6% | +11.1% | -17.7% | -10.5% |
| 3M | +3.7% | +5.7% | -2.0% | +1.3% |
| 6M | -13.3% | +10.1% | -23.4% | -21.5% |
| YTD | -1.8% | -15.6% | +13.8% | -0.3% |
| 1Y | -2.5% | -19.5% | +17.0% | +1.4% |
| 3Y | +47.0% | +80.4% | -33.4% | -3.2% |
| 5Y | +13.1% | +140.0% | -126.9% | -36.3% |
| All | +216.5% | +152.4% | +64.1% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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