+242.6%
QCOM vs IAU
+210.9%
+31.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.7% |
| 7D | +4.3% | -4.6% | +8.9% | +5.4% |
| 30D | -0.1% | -5.4% | +5.3% | +1.3% |
| 3M | +5.2% | -10.9% | +16.1% | +8.1% |
| 6M | -18.4% | -17.4% | -1.0% | -15.0% |
| YTD | +2.4% | -10.2% | +12.6% | +4.9% |
| 1Y | +0.9% | -7.1% | +7.9% | +2.7% |
| 3Y | +48.4% | +97.7% | -49.3% | +33.2% |
| 5Y | +16.6% | +105.3% | -88.7% | +2.8% |
| All | +242.6% | +210.9% | +31.7% | +239.0% |
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