+299.1%
QCOM vs IR
+342.0%
-42.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +1.5% |
| 7D | +5.8% | +5.0% | +0.8% | +3.6% |
| 30D | -2.3% | +10.3% | -12.6% | -6.6% |
| 3M | +2.7% | -0.1% | +2.8% | +2.5% |
| 6M | -21.0% | +14.8% | -35.8% | -26.3% |
| YTD | +1.8% | +9.7% | -7.9% | -4.3% |
| 1Y | +2.4% | +12.2% | -9.8% | -4.8% |
| 3Y | +52.1% | +30.0% | +22.2% | +32.5% |
| 5Y | +14.6% | +46.8% | -32.2% | -6.7% |
| All | +299.1% | +342.0% | -42.9% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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