+230.9%
QCOM vs IBN
+368.7%
-137.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.1% |
| 7D | +5.8% | +14.6% | -8.8% | +0.7% |
| 30D | -2.3% | +23.5% | -25.8% | -9.6% |
| 3M | +2.7% | +14.0% | -11.3% | -2.3% |
| 6M | -21.0% | +31.1% | -52.2% | -28.7% |
| YTD | +1.8% | +16.6% | -14.8% | -4.4% |
| 1Y | +2.4% | +14.9% | -12.5% | -3.3% |
| 3Y | +52.1% | +56.9% | -4.7% | +26.7% |
| 5Y | +14.6% | +69.7% | -55.0% | -7.4% |
| 10Y | +230.9% | +365.4% | -134.5% | +95.7% |
| All | +230.9% | +368.7% | -137.8% | +95.7% |
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