+216.5%
QCOM vs IAU
+208.2%
+8.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.7% |
| 7D | +0.4% | +4.7% | -4.4% | -0.8% |
| 30D | -6.6% | -0.9% | -5.7% | -6.4% |
| 3M | +3.7% | -4.4% | +8.1% | +4.8% |
| 6M | -13.3% | -13.5% | +0.2% | -10.7% |
| YTD | -1.8% | -5.9% | +4.1% | -0.6% |
| 1Y | -2.5% | +1.9% | -4.4% | -2.6% |
| 3Y | +47.0% | +104.1% | -57.1% | +30.5% |
| 5Y | +13.1% | +121.0% | -107.9% | -1.7% |
| All | +216.5% | +208.2% | +8.2% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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