-2.9%
QCOM vs IOT
+64.6%
-67.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +0.4% | -2.6% | +3.0% | +1.0% |
| 30D | -6.6% | +1.2% | -7.8% | -6.8% |
| 3M | +3.7% | +7.2% | -3.5% | +1.6% |
| 6M | -13.3% | +41.7% | -55.0% | -20.9% |
| YTD | -1.8% | +15.6% | -17.4% | -7.9% |
| 1Y | -2.5% | +7.6% | -10.1% | -7.3% |
| 3Y | +47.0% | +69.8% | -22.8% | +20.2% |
| All | -2.9% | +64.6% | -67.5% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling