+46,613.4%
QCOM vs IBM
+2,564.0%
+44,049.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.8% | -6.7% | -8.0% |
| 7D | -15.5% | -4.3% | -11.1% | -13.3% |
| 30D | -13.4% | +11.7% | -25.1% | -18.3% |
| 3M | 0.0% | +5.5% | -5.4% | -2.9% |
| 6M | -15.2% | +9.5% | -24.7% | -24.3% |
| YTD | -6.9% | -14.9% | +7.9% | -6.3% |
| 1Y | -11.0% | -17.4% | +6.4% | -8.9% |
| 3Y | +39.8% | +83.3% | -43.5% | -12.3% |
| 5Y | +7.2% | +142.1% | -134.9% | -43.1% |
| 10Y | +207.7% | +157.2% | +50.5% | +49.1% |
| All | +46,613.4% | +2,564.0% | +44,049.5% | +9,009.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling