+19.7%
QCOM vs IR
+46.6%
-26.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +13.0% | +4.3% | +8.8% | +10.3% |
| 30D | +0.2% | +8.1% | -7.9% | -4.4% |
| 3M | +9.2% | +0.7% | +8.5% | +8.4% |
| 6M | -15.0% | +16.6% | -31.6% | -23.4% |
| YTD | +5.2% | +7.8% | -2.6% | -2.8% |
| 1Y | +2.4% | +9.9% | -7.6% | -6.9% |
| 3Y | +52.0% | +25.2% | +26.7% | +23.7% |
| 5Y | +19.7% | +46.8% | -27.1% | -13.3% |
| All | +19.7% | +46.6% | -26.9% | -13.3% |
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