+13.6%
QCOM vs IJH
+14.3%
-0.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.7% |
| 7D | +4.9% | -2.5% | +7.4% | +8.9% |
| 30D | +9.3% | -5.0% | +14.3% | +18.2% |
| 3M | -7.0% | +0.5% | -7.5% | -7.2% |
| 6M | +32.0% | +8.2% | +23.8% | +22.8% |
| YTD | +5.0% | +12.5% | -7.4% | -7.7% |
| 1Y | +13.6% | +14.4% | -0.8% | -2.3% |
| All | +13.6% | +14.3% | -0.7% | -2.3% |
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 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