+242.6%
QCOM vs ICE
+259.6%
-17.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | +4.3% | +3.6% | +0.6% | +2.4% |
| 30D | -0.1% | +15.1% | -15.2% | -7.6% |
| 3M | +5.2% | +15.4% | -10.1% | -3.2% |
| 6M | -18.4% | +16.1% | -34.5% | -25.8% |
| YTD | +2.4% | +11.4% | -8.9% | -5.6% |
| 1Y | +0.9% | +18.5% | -17.6% | -10.4% |
| 3Y | +48.4% | +70.5% | -22.1% | +3.5% |
| 5Y | +16.6% | +40.9% | -24.4% | -9.7% |
| All | +242.6% | +259.6% | -17.0% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling