+47.0%
QCOM vs IBN
+51.2%
-4.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +4.3% |
| 7D | +0.4% | +15.1% | -14.7% | -3.7% |
| 30D | -6.6% | +21.6% | -28.3% | -12.1% |
| 3M | +3.7% | +11.2% | -7.5% | +0.3% |
| 6M | -13.3% | +27.8% | -41.1% | -19.9% |
| YTD | -1.8% | +14.7% | -16.5% | -6.1% |
| 1Y | -2.5% | +14.4% | -16.9% | -6.8% |
| 3Y | +47.0% | +52.1% | -5.1% | +32.0% |
| All | +47.0% | +51.2% | -4.3% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling