+651.7%
QCOM vs IAU
+875.8%
-224.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +3.3% | -0.5% | +3.8% | +3.4% |
| 30D | +7.7% | +4.4% | +3.3% | +7.2% |
| 3M | -30.1% | -1.1% | -29.0% | -30.0% |
| 6M | +22.8% | -13.7% | +36.6% | +24.0% |
| YTD | +0.2% | +2.7% | -2.5% | 0.0% |
| 1Y | +7.9% | +24.6% | -16.8% | +6.2% |
| 3Y | +55.8% | +126.8% | -71.0% | +48.2% |
| 5Y | +30.1% | +139.5% | -109.4% | +23.1% |
| 10Y | +248.9% | +226.3% | +22.6% | +230.3% |
| All | +651.7% | +875.8% | -224.1% | +569.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling