+41.5%
QCOM vs IJH
+48.0%
-6.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +1.9% |
| 7D | +7.8% | -1.9% | +9.7% | +10.4% |
| 30D | +12.2% | -4.6% | +16.8% | +19.0% |
| 3M | -9.9% | -1.2% | -8.7% | -8.2% |
| 6M | +36.9% | +9.4% | +27.5% | +24.0% |
| YTD | +8.0% | +13.3% | -5.3% | -6.4% |
| 1Y | +15.0% | +13.4% | +1.6% | -0.2% |
| 3Y | +75.8% | +50.4% | +25.4% | +8.3% |
| All | +41.5% | +48.0% | -6.5% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling