+242.8%
QCOM vs IEF
+6.9%
+235.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +0.9% |
| 7D | +5.5% | -0.2% | +5.7% | +5.5% |
| 30D | -1.1% | +1.8% | -2.9% | -0.6% |
| 3M | +7.6% | -1.2% | +8.8% | +7.1% |
| 6M | -20.1% | -2.5% | -17.6% | -20.9% |
| YTD | +3.0% | -2.5% | +5.5% | +2.0% |
| 1Y | +3.2% | -2.3% | +5.5% | +2.3% |
| 3Y | +48.9% | +11.3% | +37.6% | +56.2% |
| 5Y | +21.1% | -7.6% | +28.7% | +0.4% |
| 10Y | +242.8% | +7.3% | +235.5% | +277.2% |
| All | +242.8% | +6.9% | +235.8% | +277.2% |
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