+636.9%
QCOM vs IAU
+793.8%
-156.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.6% |
| 7D | +0.4% | +4.7% | -4.4% | -0.1% |
| 30D | -6.6% | -0.9% | -5.7% | -6.5% |
| 3M | +3.7% | -4.4% | +8.1% | +4.2% |
| 6M | -13.3% | -13.5% | +0.2% | -12.2% |
| YTD | -1.8% | -5.9% | +4.1% | -1.1% |
| 1Y | -2.5% | +1.9% | -4.4% | -2.4% |
| 3Y | +47.0% | +104.1% | -57.1% | +41.2% |
| 5Y | +13.1% | +121.0% | -107.9% | +8.0% |
| 10Y | +224.7% | +204.1% | +20.6% | +210.0% |
| All | +636.9% | +793.8% | -156.9% | +562.5% |
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