+216.5%
QCOM vs ICE
+261.5%
-45.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.0% |
| 7D | +0.4% | +2.0% | -1.6% | -0.6% |
| 30D | -6.6% | +12.9% | -19.5% | -12.8% |
| 3M | +3.7% | +15.4% | -11.7% | -4.7% |
| 6M | -13.3% | +13.1% | -26.4% | -20.0% |
| YTD | -1.8% | +7.5% | -9.2% | -7.7% |
| 1Y | -2.5% | +18.3% | -20.8% | -13.5% |
| 3Y | +47.0% | +65.9% | -18.9% | +4.2% |
| 5Y | +13.1% | +35.2% | -22.1% | -10.3% |
| All | +216.5% | +261.5% | -45.0% | +63.9% |
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 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