+242.6%
QCOM vs IBM
+142.6%
+100.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.1% |
| 7D | +4.3% | +1.6% | +2.7% | +3.6% |
| 30D | -0.1% | +9.2% | -9.3% | -3.6% |
| 3M | +5.2% | +4.9% | +0.3% | +3.1% |
| 6M | -18.4% | +16.8% | -35.1% | -28.1% |
| YTD | +2.4% | -14.3% | +16.7% | +3.3% |
| 1Y | +0.9% | -16.7% | +17.6% | +3.3% |
| 3Y | +48.4% | +82.2% | -33.8% | -2.9% |
| 5Y | +16.6% | +149.9% | -133.4% | -35.9% |
| All | +242.6% | +142.6% | +100.1% | +74.3% |
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