+263.7%
QCOM vs IGV
+355.8%
-92.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +4.6% |
| 7D | +5.1% | -3.3% | +8.4% | +7.6% |
| 30D | +4.3% | 0.0% | +4.3% | +3.4% |
| 3M | -19.6% | +7.3% | -27.0% | -25.3% |
| 6M | +29.5% | +16.7% | +12.8% | +10.0% |
| YTD | +3.4% | -2.8% | +6.2% | +2.0% |
| 1Y | +10.9% | -6.7% | +17.6% | +13.3% |
| 3Y | +74.8% | +41.1% | +33.7% | +23.6% |
| 5Y | +36.2% | +22.0% | +14.2% | +7.8% |
| 10Y | +263.7% | +357.9% | -94.2% | -1.5% |
| All | +263.7% | +355.8% | -92.1% | -1.5% |
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