+54.3%
QCOM vs IR
+9.5%
+44.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | +3.3% | -2.8% | +6.2% | +4.9% |
| 30D | +7.7% | -15.1% | +22.8% | +17.5% |
| 3M | -30.1% | +6.1% | -36.1% | -33.0% |
| 6M | +22.8% | -16.8% | +39.7% | +34.1% |
| YTD | +0.2% | -3.5% | +3.7% | -1.2% |
| 1Y | +7.9% | -3.5% | +11.3% | +5.9% |
| All | +54.3% | +9.5% | +44.8% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling