+281.8%
QCOM vs ITOT
+293.9%
-12.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +2.1% |
| 7D | +4.4% | -0.4% | +4.7% | +4.8% |
| 30D | +9.4% | -1.6% | +10.9% | +11.7% |
| 3M | -13.7% | +3.5% | -17.2% | -17.2% |
| 6M | +28.9% | +13.1% | +15.8% | +10.6% |
| YTD | +4.7% | +12.7% | -8.0% | -9.5% |
| 1Y | +13.5% | +18.3% | -4.8% | -7.6% |
| 3Y | +77.1% | +76.4% | +0.7% | -12.0% |
| 5Y | +38.9% | +73.8% | -34.9% | -27.4% |
| 10Y | +281.8% | +301.2% | -19.4% | -17.5% |
| All | +281.8% | +293.9% | -12.1% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling