+281.8%
QCOM vs IEFA
+143.5%
+138.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +2.7% |
| 7D | +4.4% | -0.5% | +4.8% | +4.9% |
| 30D | +9.4% | -1.1% | +10.5% | +10.8% |
| 3M | -13.7% | +5.1% | -18.7% | -18.6% |
| 6M | +28.9% | +9.3% | +19.6% | +16.1% |
| YTD | +4.7% | +13.0% | -8.2% | -9.6% |
| 1Y | +13.5% | +19.2% | -5.7% | -8.0% |
| 3Y | +77.1% | +67.0% | +10.1% | -3.9% |
| 5Y | +38.9% | +51.1% | -12.2% | -13.6% |
| 10Y | +281.8% | +146.5% | +135.3% | +50.3% |
| All | +281.8% | +143.5% | +138.3% | +50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling