+51,512.8%
QCOM vs IP
+266.3%
+51,246.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.9% |
| 3M | +7.0% | -14.8% | +21.8% | +12.7% |
| 6M | +3.8% | +17.3% | -13.5% | -2.9% |
| YTD | +2.8% | -6.2% | +9.0% | +1.9% |
| 1Y | +2.3% | +2.3% | -0.1% | -1.9% |
| 3Y | +54.4% | +17.7% | +36.7% | +36.7% |
| 5Y | +23.7% | -8.4% | +32.1% | +19.0% |
| 10Y | +240.0% | +32.1% | +207.9% | +174.9% |
| All | +51,512.8% | +266.3% | +51,246.4% | +24,669.5% |
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