+733.6%
IWM vs QCOM
+636.3%
+97.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.5% | +4.9% | -1.6% |
| 7D | -4.6% | -15.5% | +10.9% | +0.2% |
| 30D | -3.7% | -13.4% | +9.7% | +0.4% |
| 3M | -9.4% | 0.0% | -9.4% | -10.3% |
| 6M | -3.6% | -15.2% | +11.6% | -2.1% |
| YTD | +10.8% | -6.9% | +17.8% | +8.1% |
| 1Y | +11.9% | -11.0% | +22.8% | +10.6% |
| 3Y | +60.6% | +39.8% | +20.8% | +33.3% |
| 5Y | +19.2% | +7.2% | +12.0% | +4.8% |
| 10Y | +165.3% | +207.7% | -42.3% | +57.2% |
| All | +733.6% | +636.3% | +97.4% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling