+312.5%
QCOM vs INDA
+121.6%
+190.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +3.1% |
| 7D | +5.8% | +6.1% | -0.3% | +2.2% |
| 30D | -2.3% | +11.7% | -14.0% | -8.5% |
| 3M | +2.7% | +2.1% | +0.6% | +1.5% |
| 6M | -21.0% | +3.2% | -24.2% | -22.3% |
| YTD | +1.8% | -4.9% | +6.7% | +5.1% |
| 1Y | +2.4% | -4.4% | +6.8% | +5.3% |
| 3Y | +52.1% | +17.6% | +34.6% | +40.0% |
| 5Y | +14.6% | +9.9% | +4.8% | +10.2% |
| 10Y | +230.9% | +102.7% | +128.2% | +134.7% |
| All | +312.5% | +121.6% | +190.9% | +174.4% |
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