+272.2%
QCOM vs IJH
+181.8%
+90.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.3% |
| 7D | +4.9% | -2.5% | +7.4% | +7.7% |
| 30D | +9.3% | -5.0% | +14.3% | +15.4% |
| 3M | -7.0% | +0.5% | -7.5% | -7.1% |
| 6M | +32.0% | +8.2% | +23.8% | +22.9% |
| YTD | +5.0% | +12.5% | -7.4% | -6.1% |
| 1Y | +13.6% | +14.4% | -0.8% | +0.1% |
| 3Y | +77.6% | +49.5% | +28.1% | +20.8% |
| 5Y | +38.2% | +47.8% | -9.6% | -2.8% |
| All | +272.2% | +181.8% | +90.4% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling