+263.7%
QCOM vs INDA
+80.4%
+183.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +4.4% |
| 7D | +5.1% | -1.0% | +6.0% | +5.8% |
| 30D | +4.3% | -2.5% | +6.8% | +6.2% |
| 3M | -19.6% | +4.0% | -23.6% | -21.8% |
| 6M | +29.5% | -1.8% | +31.3% | +31.3% |
| YTD | +3.4% | -9.2% | +12.5% | +10.8% |
| 1Y | +10.9% | -7.2% | +18.1% | +17.0% |
| 3Y | +74.8% | +9.8% | +64.9% | +65.2% |
| 5Y | +36.2% | +7.5% | +28.7% | +31.3% |
| 10Y | +263.7% | +80.8% | +183.0% | +160.3% |
| All | +263.7% | +80.4% | +183.3% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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