+325.7%
QCOM vs INVH
+79.7%
+246.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | +5.1% | -3.1% | +8.2% | +6.6% |
| 30D | +4.3% | -7.1% | +11.4% | +7.8% |
| 3M | -19.6% | -3.0% | -16.7% | -19.1% |
| 6M | +29.5% | +10.1% | +19.4% | +22.6% |
| YTD | +3.4% | +3.8% | -0.5% | +0.4% |
| 1Y | +10.9% | -2.1% | +13.0% | +10.5% |
| 3Y | +74.8% | -7.0% | +81.8% | +76.1% |
| 5Y | +36.2% | -20.6% | +56.8% | +46.0% |
| All | +325.7% | +79.7% | +246.0% | +242.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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