+242.6%
QCOM vs IJR
+151.4%
+91.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +4.3% | +2.2% | +2.1% | +2.2% |
| 30D | -0.1% | +3.8% | -3.9% | -3.1% |
| 3M | +5.2% | -5.7% | +11.0% | +11.6% |
| 6M | -18.4% | +4.6% | -23.0% | -20.9% |
| YTD | +2.4% | +18.0% | -15.6% | -10.7% |
| 1Y | +0.9% | +21.8% | -20.9% | -14.5% |
| 3Y | +48.4% | +61.1% | -12.7% | -1.5% |
| 5Y | +16.6% | +27.3% | -10.8% | -4.3% |
| All | +242.6% | +151.4% | +91.3% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling