+491.9%
QCOM vs ICE
+2,506.4%
-2,014.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.8% |
| 7D | +0.4% | +2.0% | -1.6% | -0.2% |
| 30D | -6.6% | +12.9% | -19.5% | -10.4% |
| 3M | +3.7% | +15.4% | -11.7% | -1.4% |
| 6M | -13.3% | +13.1% | -26.4% | -17.5% |
| YTD | -1.8% | +7.5% | -9.2% | -5.4% |
| 1Y | -2.5% | +18.3% | -20.8% | -9.0% |
| 3Y | +47.0% | +65.9% | -18.9% | +22.6% |
| 5Y | +13.1% | +35.2% | -22.1% | +0.5% |
| 10Y | +224.7% | +266.7% | -42.1% | +116.0% |
| All | +491.9% | +2,506.4% | -2,014.5% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling