+2.2%
QCOM vs IOT
+61.2%
-59.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | +5.1% | +2.8% | +2.3% | +4.4% |
| 30D | +4.3% | -1.8% | +6.1% | +4.4% |
| 3M | -19.6% | +17.9% | -37.5% | -23.0% |
| 6M | +29.5% | +13.5% | +15.9% | +23.6% |
| YTD | +3.4% | +13.3% | -9.9% | -2.2% |
| 1Y | +10.9% | -3.3% | +14.2% | +8.2% |
| 3Y | +74.8% | +31.3% | +43.4% | +51.4% |
| All | +2.2% | +61.2% | -59.1% | -24.8% |
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