+7.9%
QCOM vs IEFA
+23.1%
-15.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.1% |
| 7D | +3.3% | +0.6% | +2.7% | +2.4% |
| 30D | +7.7% | +1.0% | +6.7% | +6.1% |
| 3M | -30.1% | +4.7% | -34.8% | -34.1% |
| 6M | +22.8% | +8.6% | +14.3% | +13.1% |
| YTD | +0.2% | +14.8% | -14.6% | -17.5% |
| 1Y | +7.9% | +22.6% | -14.8% | -17.5% |
| All | +7.9% | +23.1% | -15.3% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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