+250.3%
QCOM vs IP
+23.2%
+227.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.7% |
| 7D | +3.3% | -5.3% | +8.6% | +5.3% |
| 30D | +7.7% | -10.9% | +18.6% | +12.2% |
| 3M | -30.1% | +11.2% | -41.2% | -33.5% |
| 6M | +22.8% | -10.2% | +33.1% | +25.2% |
| YTD | +0.2% | -2.0% | +2.2% | -2.2% |
| 1Y | +7.9% | -19.1% | +26.9% | +13.1% |
| 3Y | +55.8% | +20.9% | +35.0% | +32.8% |
| 5Y | +30.1% | -17.8% | +47.9% | +29.0% |
| All | +250.3% | +23.2% | +227.1% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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