+251.9%
QCOM vs IRM
+524.5%
-272.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.5% |
| 7D | +13.0% | +8.6% | +4.4% | +9.3% |
| 30D | +0.2% | 0.0% | +0.2% | +0.4% |
| 3M | +9.2% | -7.1% | +16.4% | +12.4% |
| 6M | -15.0% | -7.9% | -7.1% | -12.3% |
| YTD | +5.2% | +41.3% | -36.1% | -7.8% |
| 1Y | +2.4% | +20.7% | -18.4% | -5.0% |
| 3Y | +52.0% | +112.2% | -60.2% | +9.7% |
| 5Y | +19.7% | +191.2% | -171.5% | -24.0% |
| All | +251.9% | +524.5% | -272.6% | +66.4% |
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