+19.7%
QCOM vs IJR
+29.0%
-9.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +0.8% |
| 7D | +2.0% | -0.4% | +2.4% | +2.7% |
| 30D | +1.2% | +3.5% | -2.3% | -2.2% |
| 3M | +9.1% | -3.8% | +12.9% | +14.5% |
| 6M | -25.0% | +4.3% | -29.3% | -27.6% |
| YTD | +4.8% | +19.4% | -14.6% | -12.6% |
| 1Y | +3.6% | +20.5% | -16.9% | -14.6% |
| 3Y | +51.5% | +63.0% | -11.6% | -12.1% |
| 5Y | +19.7% | +28.6% | -8.9% | -8.9% |
| All | +19.7% | +29.0% | -9.3% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling