-15.0%
QCOM vs IAU
-17.5%
+2.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +2.8% |
| 7D | +13.0% | -5.5% | +18.5% | +18.6% |
| 30D | +0.2% | -7.0% | +7.1% | +6.7% |
| 3M | +9.2% | -12.3% | +21.5% | +21.4% |
| 6M | -15.0% | -17.9% | +2.9% | +21.9% |
| All | -15.0% | -17.5% | +2.5% | +21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling