+756.1%
QCOM vs IJH
+1,047.0%
-290.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | +4.3% | +2.3% | +2.0% | +1.8% |
| 30D | -0.1% | +2.1% | -2.1% | -1.7% |
| 3M | +5.2% | -5.7% | +10.9% | +12.5% |
| 6M | -18.4% | +1.4% | -19.8% | -18.4% |
| YTD | +2.4% | +12.6% | -10.2% | -8.2% |
| 1Y | +0.9% | +16.1% | -15.2% | -12.3% |
| 3Y | +48.4% | +57.8% | -9.4% | -4.9% |
| 5Y | +16.6% | +36.8% | -20.2% | -11.4% |
| 10Y | +237.8% | +173.7% | +64.0% | +22.6% |
| All | +756.1% | +1,047.0% | -290.9% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling