+245.8%
QCOM vs IBM
+145.6%
+100.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.2% | +1.1% |
| 7D | +2.0% | -1.7% | +3.7% | +2.8% |
| 30D | +1.2% | +10.1% | -8.9% | -2.6% |
| 3M | +9.1% | +4.8% | +4.3% | +7.0% |
| 6M | -25.0% | +12.6% | -37.6% | -32.6% |
| YTD | +4.8% | -13.9% | +18.7% | +5.6% |
| 1Y | +3.6% | -18.7% | +22.3% | +7.5% |
| 3Y | +51.5% | +81.9% | -30.4% | -0.7% |
| 5Y | +19.7% | +148.3% | -128.6% | -33.9% |
| 10Y | +245.8% | +143.6% | +102.2% | +77.8% |
| All | +245.8% | +145.6% | +100.2% | +77.8% |
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