+755.3%
QCOM vs IGV
+970.9%
-215.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.9% |
| 7D | +3.3% | -4.5% | +7.8% | +7.0% |
| 30D | +7.7% | +3.2% | +4.5% | +4.1% |
| 3M | -30.1% | +4.5% | -34.6% | -33.3% |
| 6M | +22.8% | +22.1% | +0.7% | +0.7% |
| YTD | +0.2% | -1.0% | +1.2% | -3.0% |
| 1Y | +7.9% | -2.1% | +10.0% | +5.4% |
| 3Y | +55.8% | +44.6% | +11.2% | +9.7% |
| 5Y | +30.1% | +22.2% | +7.9% | +4.6% |
| 10Y | +248.9% | +364.7% | -115.8% | -6.3% |
| All | +755.3% | +970.9% | -215.5% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling