+10.9%
QCOM vs ICE
-7.9%
+18.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.3% | +3.3% |
| 7D | +5.1% | -1.2% | +6.2% | +5.1% |
| 30D | +4.3% | +5.0% | -0.7% | +3.9% |
| 3M | -19.6% | +13.9% | -33.5% | -20.3% |
| 6M | +29.5% | -4.4% | +33.9% | +34.8% |
| YTD | +3.4% | -1.9% | +5.3% | +6.5% |
| 1Y | +10.9% | -8.1% | +19.0% | +16.9% |
| All | +10.9% | -7.9% | +18.8% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ICE 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling