+13.5%
QCOM vs IEF
-1.5%
+15.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.8% |
| 7D | +4.4% | -0.3% | +4.7% | +4.8% |
| 30D | +9.4% | -0.6% | +9.9% | +10.3% |
| 3M | -13.7% | -1.0% | -12.7% | -12.4% |
| 6M | +28.9% | -3.1% | +32.0% | +28.8% |
| YTD | +4.7% | -1.9% | +6.6% | +7.4% |
| 1Y | +13.5% | -1.4% | +14.9% | +21.9% |
| All | +13.5% | -1.5% | +15.0% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling