+254.0%
QCOM vs IBN
+321.6%
-67.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +3.3% | +1.4% | +1.9% | +2.9% |
| 30D | +7.7% | -0.3% | +8.0% | +7.8% |
| 3M | -30.1% | +17.1% | -47.2% | -34.0% |
| 6M | +22.8% | +3.4% | +19.4% | +20.9% |
| YTD | +0.2% | +2.5% | -2.3% | -1.1% |
| 1Y | +7.9% | -4.2% | +12.0% | +8.7% |
| 3Y | +55.8% | +32.4% | +23.4% | +38.9% |
| 5Y | +30.1% | +59.2% | -29.1% | +8.6% |
| All | +254.0% | +321.6% | -67.6% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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