+14.1%
QCOM vs IBN
+73.5%
-59.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | +4.3% | +1.9% | +2.4% | +3.3% |
| 30D | -0.1% | +22.1% | -22.2% | -9.9% |
| 3M | +5.2% | +17.1% | -11.9% | -3.2% |
| 6M | -18.4% | +35.5% | -53.9% | -30.6% |
| YTD | +2.4% | +16.8% | -14.4% | -6.3% |
| 1Y | +0.9% | +12.4% | -11.5% | -5.7% |
| 3Y | +48.4% | +58.0% | -9.7% | +8.2% |
| All | +14.1% | +73.5% | -59.4% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling