+3.2%
QCOM vs IBM
-18.1%
+21.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.5% | -1.5% | +7.1% | +5.9% |
| 30D | -1.1% | +8.4% | -9.5% | -2.1% |
| 3M | +7.6% | +4.2% | +3.4% | +7.0% |
| 6M | -20.1% | +7.9% | -28.0% | -23.5% |
| YTD | +3.0% | -15.2% | +18.2% | +3.5% |
| 1Y | +3.2% | -18.7% | +22.0% | +6.5% |
| All | +3.2% | -18.1% | +21.4% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling