+2.0%
QCOM vs IT
-17.3%
+19.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | +5.8% | -18.8% | +24.6% | +6.0% |
| 30D | -2.3% | -0.1% | -2.2% | -2.6% |
| 3M | +2.7% | +2.9% | -0.2% | +2.2% |
| 6M | -21.0% | +20.4% | -41.4% | -20.8% |
| YTD | +1.8% | -24.3% | +26.1% | +12.0% |
| All | +2.0% | -17.3% | +19.3% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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