+46,613.4%
QCOM vs IP
+251.8%
+46,361.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.0% | -5.5% | -8.1% |
| 7D | -15.5% | -5.0% | -10.5% | -13.9% |
| 30D | -13.4% | +6.5% | -19.9% | -15.4% |
| 3M | 0.0% | -18.0% | +18.1% | +6.9% |
| 6M | -15.2% | +10.3% | -25.5% | -19.0% |
| YTD | -6.9% | -9.9% | +3.0% | -6.3% |
| 1Y | -11.0% | -1.1% | -9.9% | -13.5% |
| 3Y | +39.8% | +13.0% | +26.7% | +25.6% |
| 5Y | +7.2% | -12.3% | +19.5% | +4.8% |
| 10Y | +207.7% | +26.8% | +180.8% | +152.6% |
| All | +46,613.4% | +251.8% | +46,361.6% | +22,658.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling