+1,963.2%
QCOM vs IEF
+127.0%
+1,836.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +0.4% |
| 7D | +5.5% | -0.2% | +5.7% | +5.4% |
| 30D | -1.1% | +1.8% | -2.9% | +0.6% |
| 3M | +7.6% | -1.2% | +8.8% | +6.4% |
| 6M | -20.1% | -2.5% | -17.6% | -22.1% |
| YTD | +3.0% | -2.5% | +5.5% | +0.3% |
| 1Y | +3.2% | -2.3% | +5.5% | +0.7% |
| 3Y | +48.9% | +11.3% | +37.6% | +65.0% |
| 5Y | +21.1% | -7.6% | +28.7% | +5.6% |
| 10Y | +242.8% | +7.3% | +235.5% | +271.0% |
| All | +1,963.2% | +127.0% | +1,836.1% | +8,592.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling