+38.9%
QCOM vs IEFA
+51.0%
-12.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +2.8% |
| 7D | +4.4% | -0.5% | +4.8% | +4.9% |
| 30D | +9.4% | -1.1% | +10.5% | +11.0% |
| 3M | -13.7% | +5.1% | -18.7% | -19.1% |
| 6M | +28.9% | +9.3% | +19.6% | +14.9% |
| YTD | +4.7% | +13.0% | -8.2% | -11.0% |
| 1Y | +13.5% | +19.2% | -5.7% | -10.1% |
| 3Y | +77.1% | +67.0% | +10.1% | -10.3% |
| 5Y | +38.9% | +51.1% | -12.2% | -16.4% |
| All | +38.9% | +51.0% | -12.1% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling