+48.4%
QCOM vs IGV
+39.5%
+8.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.5% |
| 7D | +4.3% | +2.3% | +1.9% | +2.7% |
| 30D | -0.1% | -6.0% | +5.9% | +4.3% |
| 3M | +5.2% | -4.8% | +10.0% | +8.4% |
| 6M | -18.4% | +14.2% | -32.6% | -27.1% |
| YTD | +2.4% | -4.2% | +6.6% | +5.4% |
| 1Y | +0.9% | -5.3% | +6.2% | +4.8% |
| 3Y | +48.4% | +38.8% | +9.6% | +8.7% |
| All | +48.4% | +39.5% | +8.9% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling