+1,359.4%
QCOM vs IAG
+377.5%
+981.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | +3.3% | -0.5% | +3.9% | +3.4% |
| 30D | +7.7% | +28.9% | -21.2% | +5.5% |
| 3M | -30.1% | +19.1% | -49.2% | -31.1% |
| 6M | +22.8% | -10.3% | +33.1% | +23.2% |
| YTD | +0.2% | +24.2% | -24.0% | -2.2% |
| 1Y | +7.9% | +116.5% | -108.6% | +0.9% |
| 3Y | +55.8% | +742.8% | -687.0% | +30.3% |
| 5Y | +30.1% | +753.3% | -723.3% | +6.0% |
| 10Y | +248.9% | +403.2% | -154.3% | +180.4% |
| All | +1,359.4% | +377.5% | +981.9% | +954.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling