+271.2%
QCOM vs IJR
+173.0%
+98.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +2.3% |
| 7D | +4.4% | -1.1% | +5.5% | +5.4% |
| 30D | +9.4% | -3.6% | +13.0% | +13.0% |
| 3M | -13.7% | +2.3% | -16.0% | -15.2% |
| 6M | +28.9% | +14.3% | +14.5% | +15.1% |
| YTD | +4.7% | +19.3% | -14.5% | -10.0% |
| 1Y | +13.5% | +22.6% | -9.1% | -4.6% |
| 3Y | +77.1% | +53.5% | +23.6% | +22.4% |
| 5Y | +38.9% | +39.9% | -1.0% | +5.6% |
| All | +271.2% | +173.0% | +98.1% | +85.6% |
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 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