+737.6%
QCOM vs IJH
+1,075.9%
-338.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | +7.7% | -1.5% | +9.2% | +9.5% |
| 3M | -30.1% | +0.8% | -30.8% | -30.1% |
| 6M | +22.8% | +7.6% | +15.3% | +15.0% |
| YTD | +0.2% | +15.5% | -15.3% | -13.0% |
| 1Y | +7.9% | +16.9% | -9.1% | -7.3% |
| 3Y | +55.8% | +48.1% | +7.8% | +6.0% |
| 5Y | +30.1% | +47.8% | -17.7% | -9.3% |
| 10Y | +248.9% | +178.6% | +70.3% | +23.4% |
| All | +737.6% | +1,075.9% | -338.3% | -50.7% |
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