+263.7%
QCOM vs QID
-99.1%
+362.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.3% |
| 7D | +5.1% | -2.7% | +7.8% | +3.4% |
| 30D | +4.3% | +1.8% | +2.5% | +5.6% |
| 3M | -19.6% | -2.2% | -17.5% | -18.1% |
| 6M | +29.5% | -32.1% | +61.6% | +9.8% |
| YTD | +3.4% | -28.6% | +31.9% | -9.0% |
| 1Y | +10.9% | -36.3% | +47.2% | -7.0% |
| 3Y | +74.8% | -74.4% | +149.2% | +3.5% |
| 5Y | +36.2% | -80.8% | +117.0% | -11.7% |
| 10Y | +263.7% | -99.1% | +362.9% | -27.4% |
| All | +263.7% | -99.1% | +362.9% | -27.4% |
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