+73.0%
IWM vs QCOM
+51.7%
+21.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.4% |
| 7D | -0.3% | +2.0% | -2.3% | -0.9% |
| 30D | +1.9% | +1.2% | +0.6% | +1.2% |
| 3M | -5.7% | +9.1% | -14.8% | -8.5% |
| 6M | -0.3% | -25.0% | +24.7% | +5.0% |
| YTD | +15.8% | +4.8% | +10.9% | +8.5% |
| 1Y | +17.1% | +3.6% | +13.5% | +10.1% |
| All | +73.0% | +51.7% | +21.3% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling