+30.9%
QCOM vs IR
+45.6%
-14.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.7% |
| 7D | +3.3% | -2.8% | +6.2% | +5.0% |
| 30D | +7.7% | -15.1% | +22.8% | +18.5% |
| 3M | -30.1% | +6.1% | -36.1% | -33.2% |
| 6M | +22.8% | -16.8% | +39.7% | +35.1% |
| YTD | +0.2% | -3.5% | +3.7% | -0.9% |
| 1Y | +7.9% | -3.5% | +11.3% | +6.2% |
| 3Y | +55.8% | +9.5% | +46.3% | +37.5% |
| All | +30.9% | +45.6% | -14.8% | -5.4% |
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