+219.2%
QCOM vs IAG
+303.4%
-84.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.2% | -1.7% | +4.8% |
| 7D | +0.4% | +21.4% | -21.0% | -1.5% |
| 30D | -6.6% | +4.0% | -10.7% | -7.0% |
| 3M | +3.7% | +17.0% | -13.3% | +2.0% |
| 6M | -13.3% | +1.4% | -14.7% | -13.7% |
| YTD | -1.8% | +13.8% | -15.6% | -3.7% |
| 1Y | -2.5% | +55.8% | -58.3% | -6.7% |
| 3Y | +47.0% | +647.4% | -600.4% | +23.9% |
| 5Y | +13.1% | +519.1% | -506.0% | -6.4% |
| All | +219.2% | +303.4% | -84.3% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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