+305.9%
QCOM vs INDA
+115.1%
+190.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | +0.7% | +2.6% | +2.9% |
| 30D | +7.7% | -0.8% | +8.5% | +8.2% |
| 3M | -30.1% | +3.9% | -34.0% | -31.5% |
| 6M | +22.8% | -0.7% | +23.6% | +23.6% |
| YTD | +0.2% | -7.7% | +7.9% | +5.2% |
| 1Y | +7.9% | -5.1% | +13.0% | +11.4% |
| 3Y | +55.8% | +13.6% | +42.2% | +46.3% |
| 5Y | +30.1% | +7.8% | +22.3% | +26.5% |
| 10Y | +248.9% | +84.6% | +164.2% | +157.4% |
| All | +305.9% | +115.1% | +190.8% | +174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling