+242.6%
QCOM vs IEF
+7.3%
+235.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.7% |
| 7D | +4.3% | -2.0% | +6.2% | +3.6% |
| 30D | -0.1% | +0.7% | -0.8% | +0.1% |
| 3M | +5.2% | -2.5% | +7.7% | +4.3% |
| 6M | -18.4% | -2.6% | -15.8% | -19.2% |
| YTD | +2.4% | -3.2% | +5.6% | +1.1% |
| 1Y | +0.9% | -3.0% | +3.9% | -0.3% |
| 3Y | +48.4% | +10.5% | +37.9% | +55.4% |
| 5Y | +16.6% | -8.2% | +24.7% | -3.5% |
| All | +242.6% | +7.3% | +235.3% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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