+21.1%
QCOM vs IR
+46.1%
-25.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.9% |
| 7D | +5.5% | +1.5% | +4.0% | +4.7% |
| 30D | -1.1% | +9.0% | -10.2% | -6.1% |
| 3M | +7.6% | -0.9% | +8.5% | +7.7% |
| 6M | -20.1% | +13.4% | -33.5% | -26.7% |
| YTD | +3.0% | +8.5% | -5.4% | -5.2% |
| 1Y | +3.2% | +11.3% | -8.0% | -6.7% |
| 3Y | +48.9% | +26.0% | +22.9% | +20.8% |
| 5Y | +21.1% | +47.9% | -26.8% | -12.7% |
| All | +21.1% | +46.1% | -25.0% | -12.7% |
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