+48.4%
QCOM vs QID
-71.4%
+119.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -0.8% |
| 7D | +4.3% | -7.1% | +11.4% | -0.6% |
| 30D | -0.1% | +12.6% | -12.7% | +11.3% |
| 3M | +5.2% | +14.2% | -9.0% | +19.4% |
| 6M | -18.4% | +6.2% | -24.5% | -7.7% |
| YTD | +2.4% | -21.8% | +24.2% | -2.1% |
| 1Y | +0.9% | -23.1% | +24.0% | -4.1% |
| 3Y | +48.4% | -71.3% | +119.7% | -6.2% |
| All | +48.4% | -71.4% | +119.8% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling