+301.4%
QCOM vs IR
+332.9%
-31.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +4.3% | +2.5% | +1.7% | +3.1% |
| 30D | -0.1% | +9.2% | -9.2% | -4.0% |
| 3M | +5.2% | +0.9% | +4.3% | +4.5% |
| 6M | -18.4% | +19.2% | -37.6% | -25.2% |
| YTD | +2.4% | +7.5% | -5.1% | -2.8% |
| 1Y | +0.9% | +11.7% | -10.8% | -6.1% |
| 3Y | +48.4% | +23.9% | +24.5% | +31.9% |
| 5Y | +16.6% | +46.4% | -29.8% | -4.9% |
| All | +301.4% | +332.9% | -31.4% | +136.6% |
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