+264.9%
QCOM vs IR
+316.5%
-51.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.8% | -6.7% | -8.2% |
| 7D | -15.5% | +2.3% | -17.8% | -16.3% |
| 30D | -13.4% | +3.3% | -16.7% | -14.8% |
| 3M | 0.0% | -9.0% | +9.1% | +4.1% |
| 6M | -15.2% | +8.0% | -23.2% | -18.8% |
| YTD | -6.9% | +3.4% | -10.3% | -10.1% |
| 1Y | -11.0% | +4.5% | -15.5% | -14.5% |
| 3Y | +39.8% | +25.6% | +14.2% | +23.7% |
| 5Y | +7.2% | +43.8% | -36.6% | -11.6% |
| All | +264.9% | +316.5% | -51.6% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling