+0.9%
QCOM vs IRE
-97.6%
+98.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -14.4% | +11.7% | -1.7% |
| 7D | +4.3% | -31.8% | +36.1% | +6.5% |
| 30D | -0.1% | -71.8% | +71.7% | +5.6% |
| 3M | +5.2% | -88.9% | +94.1% | +15.6% |
| 6M | -18.4% | -95.4% | +77.0% | -8.7% |
| YTD | +2.4% | -94.2% | +96.6% | +11.1% |
| 1Y | +0.9% | -97.1% | +98.0% | +9.5% |
| All | +0.9% | -97.6% | +98.5% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling