+251.9%
QCOM vs INDA
+115.8%
+136.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +13.0% | +3.1% | +9.9% | +10.6% |
| 30D | +0.2% | +9.1% | -9.0% | -6.1% |
| 3M | +9.2% | +3.2% | +6.0% | +6.7% |
| 6M | -15.0% | +8.5% | -23.5% | -19.7% |
| YTD | +5.2% | -4.6% | +9.8% | +9.0% |
| 1Y | +2.4% | -5.5% | +7.9% | +6.7% |
| 3Y | +52.0% | +16.7% | +35.3% | +37.3% |
| 5Y | +19.7% | +9.0% | +10.8% | +13.8% |
| All | +251.9% | +115.8% | +136.1% | +129.7% |
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