+15.0%
IWM vs QCOM
-5.0%
+20.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.1% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -1.5% | -6.6% | +5.2% | -0.5% |
| 3M | -8.0% | +3.7% | -11.7% | -8.9% |
| 6M | -4.1% | -13.3% | +9.2% | -4.2% |
| YTD | +11.9% | -1.8% | +13.7% | +8.4% |
| 1Y | +15.0% | -2.5% | +17.5% | +11.6% |
| All | +15.0% | -5.0% | +20.1% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling