+776.4%
QCOM vs IJR
+1,131.4%
-355.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.0% |
| 7D | +2.0% | -0.4% | +2.4% | +2.6% |
| 30D | +1.2% | +3.5% | -2.3% | -1.5% |
| 3M | +9.1% | -3.8% | +12.9% | +13.6% |
| 6M | -25.0% | +4.3% | -29.3% | -27.1% |
| YTD | +4.8% | +19.4% | -14.6% | -9.9% |
| 1Y | +3.6% | +20.5% | -16.9% | -11.8% |
| 3Y | +51.5% | +63.0% | -11.6% | -2.0% |
| 5Y | +19.7% | +28.6% | -8.9% | -1.9% |
| 10Y | +245.8% | +157.2% | +88.6% | +43.1% |
| All | +776.4% | +1,131.4% | -355.0% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling