+281.8%
QCOM vs IEF
+4.5%
+277.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.2% |
| 7D | +4.4% | -0.3% | +4.7% | +4.3% |
| 30D | +9.4% | -0.6% | +9.9% | +9.2% |
| 3M | -13.7% | -1.0% | -12.7% | -14.0% |
| 6M | +28.9% | -3.1% | +32.0% | +27.2% |
| YTD | +4.7% | -1.9% | +6.6% | +3.9% |
| 1Y | +13.5% | -1.4% | +14.9% | +12.9% |
| 3Y | +77.1% | +9.8% | +67.3% | +83.9% |
| 5Y | +38.9% | -8.8% | +47.7% | +12.4% |
| 10Y | +281.8% | +4.7% | +277.1% | +309.7% |
| All | +281.8% | +4.5% | +277.2% | +309.7% |
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