+11.2%
QCOM vs IR
+44.3%
-33.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +4.7% |
| 7D | +0.4% | +3.7% | -3.3% | -1.7% |
| 30D | -6.6% | +7.4% | -14.1% | -10.6% |
| 3M | +3.7% | -5.9% | +9.6% | +7.1% |
| 6M | -13.3% | +5.6% | -18.9% | -17.2% |
| YTD | -1.8% | +4.8% | -6.6% | -7.7% |
| 1Y | -2.5% | +6.9% | -9.5% | -9.8% |
| 3Y | +47.0% | +27.6% | +19.4% | +18.0% |
| All | +11.2% | +44.3% | -33.2% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling