+2.3%
QCOM vs IJH
+17.8%
-15.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +4.3% |
| 7D | -5.3% | +1.7% | -7.0% | -7.6% |
| 30D | -4.2% | +1.2% | -5.4% | -5.8% |
| 3M | +7.0% | -3.4% | +10.5% | +13.3% |
| 6M | +3.8% | +3.7% | +0.1% | +0.7% |
| YTD | +2.8% | +13.9% | -11.1% | -9.4% |
| 1Y | +2.3% | +17.4% | -15.1% | -13.2% |
| All | +2.3% | +17.8% | -15.5% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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