+47.0%
QCOM vs IEF
+12.2%
+34.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -6.6% | +3.1% | -9.7% | -7.7% |
| 3M | +3.7% | -0.5% | +4.2% | +3.7% |
| 6M | -13.3% | -1.6% | -11.7% | -13.3% |
| YTD | -1.8% | -1.6% | -0.2% | -1.7% |
| 1Y | -2.5% | -1.5% | -1.0% | -2.4% |
| 3Y | +47.0% | +12.4% | +34.5% | +40.7% |
| All | +47.0% | +12.2% | +34.8% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling