+230.9%
QCOM vs IGV
+362.3%
-131.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +1.6% |
| 7D | +5.8% | -0.4% | +6.2% | +6.5% |
| 30D | -2.3% | -9.9% | +7.7% | +6.6% |
| 3M | +2.7% | -1.2% | +3.9% | +2.9% |
| 6M | -21.0% | +11.3% | -32.4% | -29.4% |
| YTD | +1.8% | -4.0% | +5.8% | +1.5% |
| 1Y | +2.4% | -7.3% | +9.7% | +5.2% |
| 3Y | +52.1% | +42.8% | +9.4% | +6.7% |
| 5Y | +14.6% | +13.7% | +1.0% | -3.5% |
| 10Y | +230.9% | +354.8% | -123.9% | -12.6% |
| All | +230.9% | +362.3% | -131.4% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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