+254.0%
QCOM vs IRM
+409.6%
-155.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | +3.3% | -0.5% | +3.8% | +3.4% |
| 30D | +7.7% | -8.1% | +15.8% | +11.0% |
| 3M | -30.1% | -9.7% | -20.4% | -27.5% |
| 6M | +22.8% | +10.0% | +12.8% | +18.6% |
| YTD | +0.2% | +43.0% | -42.8% | -12.6% |
| 1Y | +7.9% | +32.7% | -24.8% | -3.7% |
| 3Y | +55.8% | +102.7% | -46.9% | +14.7% |
| 5Y | +30.1% | +187.6% | -157.5% | -16.9% |
| All | +254.0% | +409.6% | -155.6% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling