+10.9%
QCOM vs IGV
-5.9%
+16.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +3.8% |
| 7D | +5.1% | -3.3% | +8.4% | +6.2% |
| 30D | +4.3% | 0.0% | +4.3% | +3.9% |
| 3M | -19.6% | +7.3% | -27.0% | -21.6% |
| 6M | +29.5% | +16.7% | +12.8% | +20.0% |
| YTD | +3.4% | -2.8% | +6.2% | +10.5% |
| 1Y | +10.9% | -6.7% | +17.6% | +31.1% |
| All | +10.9% | -5.9% | +16.8% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling