+51.9%
QCOM vs IJR
+63.8%
-11.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +0.9% |
| 7D | +2.0% | -0.4% | +2.4% | +2.7% |
| 30D | +1.2% | +3.5% | -2.3% | -2.0% |
| 3M | +9.1% | -3.8% | +12.9% | +14.2% |
| 6M | -25.0% | +4.3% | -29.3% | -27.4% |
| YTD | +4.8% | +19.4% | -14.6% | -11.2% |
| 1Y | +3.6% | +20.5% | -16.9% | -13.1% |
| All | +51.9% | +63.8% | -11.9% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling