+808.3%
IWM vs QCOM
+692.6%
+115.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | +3.3% | -3.2% | -1.0% |
| 30D | -1.3% | +7.7% | -9.0% | -3.6% |
| 3M | +1.6% | -30.1% | +31.7% | +12.3% |
| 6M | +13.6% | +22.8% | -9.3% | +2.5% |
| YTD | +20.8% | +0.2% | +20.6% | +16.1% |
| 1Y | +26.4% | +7.9% | +18.6% | +18.1% |
| 3Y | +60.7% | +55.8% | +4.9% | +29.8% |
| 5Y | +38.2% | +30.1% | +8.1% | +14.9% |
| 10Y | +169.5% | +248.9% | -79.4% | +54.6% |
| All | +808.3% | +692.6% | +115.7% | +254.4% |
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