+230.9%
QCOM vs QID
-99.0%
+329.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.8% | +10.5% | -0.4% |
| 7D | +5.8% | -0.8% | +6.6% | +6.7% |
| 30D | -2.3% | +20.1% | -22.4% | +11.4% |
| 3M | +2.7% | +11.8% | -9.1% | +13.1% |
| 6M | -21.0% | +5.5% | -26.6% | -12.3% |
| YTD | +1.8% | -21.5% | +23.4% | -2.5% |
| 1Y | +2.4% | -22.6% | +25.1% | -2.1% |
| 3Y | +52.1% | -72.3% | +124.4% | -3.7% |
| 5Y | +14.6% | -76.9% | +91.5% | -15.8% |
| 10Y | +230.9% | -99.0% | +329.9% | -30.8% |
| All | +230.9% | -99.0% | +329.9% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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