+30.9%
QCOM vs IAG
+764.1%
-733.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | +3.3% | -0.5% | +3.9% | +3.4% |
| 30D | +7.7% | +28.9% | -21.2% | +4.2% |
| 3M | -30.1% | +19.1% | -49.2% | -31.8% |
| 6M | +22.8% | -10.3% | +33.1% | +22.8% |
| YTD | +0.2% | +24.2% | -24.0% | -3.5% |
| 1Y | +7.9% | +116.5% | -108.6% | -2.2% |
| 3Y | +55.8% | +742.8% | -687.0% | +21.7% |
| All | +30.9% | +764.1% | -733.3% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling