+161.6%
IWM vs QCOM
+219.9%
-58.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | -0.8% |
| 7D | -2.0% | +0.4% | -2.4% | -2.3% |
| 30D | -1.5% | -6.6% | +5.2% | +0.3% |
| 3M | -8.0% | +3.7% | -11.7% | -10.0% |
| 6M | -4.1% | -13.3% | +9.2% | -3.5% |
| YTD | +11.9% | -1.8% | +13.7% | +6.6% |
| 1Y | +15.0% | -2.5% | +17.5% | +9.8% |
| 3Y | +64.2% | +47.0% | +17.2% | +30.7% |
| 5Y | +20.4% | +13.1% | +7.3% | +1.5% |
| All | +161.6% | +219.9% | -58.4% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 QCOM 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