+3.6%
QCOM vs IRM
+12.7%
-9.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +0.9% |
| 7D | +2.0% | -5.3% | +7.2% | +5.1% |
| 30D | +1.2% | -2.3% | +3.5% | +2.9% |
| 3M | +9.1% | -7.4% | +16.6% | +13.5% |
| 6M | -25.0% | -12.2% | -12.8% | -19.7% |
| YTD | +4.8% | +38.6% | -33.8% | -2.7% |
| 1Y | +3.6% | +14.9% | -11.3% | +3.8% |
| All | +3.6% | +12.7% | -9.1% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling