+74.8%
QCOM vs IJR
+54.5%
+20.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +4.0% |
| 7D | +5.1% | +0.9% | +4.1% | +4.0% |
| 30D | +4.3% | -3.1% | +7.4% | +7.8% |
| 3M | -19.6% | +4.4% | -24.0% | -23.0% |
| 6M | +29.5% | +16.1% | +13.3% | +12.3% |
| YTD | +3.4% | +20.6% | -17.2% | -13.7% |
| 1Y | +10.9% | +22.9% | -11.9% | -9.0% |
| 3Y | +74.8% | +55.2% | +19.6% | +16.8% |
| All | +74.8% | +54.5% | +20.3% | +16.8% |
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