+272.2%
QCOM vs IJR
+170.6%
+101.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.1% |
| 7D | +4.9% | -2.3% | +7.3% | +7.1% |
| 30D | +9.3% | -4.7% | +14.0% | +14.1% |
| 3M | -7.0% | +2.1% | -9.1% | -8.6% |
| 6M | +32.0% | +13.9% | +18.2% | +18.3% |
| YTD | +5.0% | +18.2% | -13.2% | -9.0% |
| 1Y | +13.6% | +21.8% | -8.2% | -4.0% |
| 3Y | +77.6% | +52.2% | +25.4% | +23.7% |
| 5Y | +38.2% | +40.1% | -1.9% | +5.1% |
| All | +272.2% | +170.6% | +101.6% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IJR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling