+23.7%
QCOM vs IP
-10.3%
+34.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.8% | +4.8% |
| 7D | -5.3% | +3.4% | -8.7% | -6.5% |
| 30D | -4.2% | +11.2% | -15.4% | -7.8% |
| 3M | +7.0% | -14.8% | +21.8% | +12.5% |
| 6M | +3.8% | +17.3% | -13.5% | -3.1% |
| YTD | +2.8% | -6.2% | +9.0% | +2.1% |
| 1Y | +2.3% | +2.3% | -0.1% | -2.4% |
| 3Y | +54.4% | +17.7% | +36.7% | +30.1% |
| 5Y | +23.7% | -8.4% | +32.1% | +18.8% |
| All | +23.7% | -10.3% | +34.0% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling