+230.9%
QCOM vs IRM
+480.4%
-249.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +2.0% |
| 7D | +5.8% | -3.8% | +9.6% | +7.6% |
| 30D | -2.3% | -3.2% | +0.9% | -0.8% |
| 3M | +2.7% | -7.8% | +10.5% | +6.1% |
| 6M | -21.0% | -12.7% | -8.3% | -16.6% |
| YTD | +1.8% | +36.7% | -34.9% | -9.6% |
| 1Y | +2.4% | +10.0% | -7.6% | -1.5% |
| 3Y | +52.1% | +107.2% | -55.1% | +10.9% |
| 5Y | +14.6% | +181.6% | -166.9% | -26.2% |
| 10Y | +230.9% | +481.1% | -250.3% | +57.8% |
| All | +230.9% | +480.4% | -249.6% | +57.8% |
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