+13.5%
QCOM vs IOT
-3.4%
+16.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.1% | +1.7% |
| 7D | +4.4% | +5.1% | -0.7% | +3.7% |
| 30D | +9.4% | -3.0% | +12.4% | +9.6% |
| 3M | -13.7% | +15.0% | -28.6% | -15.1% |
| 6M | +28.9% | +13.1% | +15.7% | +26.0% |
| YTD | +4.7% | +9.0% | -4.3% | +3.2% |
| 1Y | +13.5% | +0.1% | +13.4% | +15.5% |
| All | +13.5% | -3.4% | +16.9% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling