-5.2%
QCOM vs IRE
-98.0%
+92.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -33.9% | +24.5% | -7.3% |
| 7D | -15.5% | -57.1% | +41.7% | -11.6% |
| 30D | -13.4% | -84.4% | +71.0% | -4.9% |
| 3M | 0.0% | -85.0% | +85.0% | +9.0% |
| 6M | -15.2% | -95.2% | +80.0% | -4.7% |
| YTD | -6.9% | -93.9% | +87.0% | -0.1% |
| 1Y | -11.0% | -98.8% | +87.9% | +4.2% |
| All | -5.2% | -98.0% | +92.8% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling