+48.4%
QCOM vs IRM
+112.1%
-63.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | +4.3% | +6.8% | -2.5% | +1.3% |
| 30D | -0.1% | +2.6% | -2.7% | -0.8% |
| 3M | +5.2% | -9.5% | +14.7% | +9.6% |
| 6M | -18.4% | -8.5% | -9.9% | -15.4% |
| YTD | +2.4% | +40.3% | -37.9% | -8.4% |
| 1Y | +0.9% | +28.7% | -27.8% | -7.2% |
| 3Y | +48.4% | +111.8% | -63.4% | +4.4% |
| All | +48.4% | +112.1% | -63.7% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling