+74.8%
QCOM vs IOT
+30.1%
+44.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | +5.1% | +2.8% | +2.3% | +4.5% |
| 30D | +4.3% | -1.8% | +6.1% | +4.4% |
| 3M | -19.6% | +17.9% | -37.5% | -22.5% |
| 6M | +29.5% | +13.5% | +15.9% | +24.5% |
| YTD | +3.4% | +13.3% | -9.9% | -1.4% |
| 1Y | +10.9% | -3.3% | +14.2% | +9.0% |
| 3Y | +74.8% | +31.3% | +43.4% | +55.5% |
| All | +74.8% | +30.1% | +44.7% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling