+216.5%
QCOM vs IP
+26.3%
+190.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.2% |
| 7D | +0.4% | -5.1% | +5.4% | +2.4% |
| 30D | -6.6% | +8.5% | -15.1% | -9.5% |
| 3M | +3.7% | -13.8% | +17.5% | +9.4% |
| 6M | -13.3% | +5.7% | -19.1% | -16.3% |
| YTD | -1.8% | -9.1% | +7.3% | -1.5% |
| 1Y | -2.5% | -0.8% | -1.7% | -6.0% |
| 3Y | +47.0% | +14.8% | +32.2% | +27.3% |
| 5Y | +13.1% | -11.5% | +24.6% | +8.6% |
| All | +216.5% | +26.3% | +190.2% | +195.8% |
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