+19.7%
QCOM vs ITOT
+66.6%
-46.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | -0.3% |
| 7D | +2.0% | -0.8% | +2.7% | +3.6% |
| 30D | +1.2% | -2.0% | +3.3% | +5.5% |
| 3M | +9.1% | -1.5% | +10.7% | +12.9% |
| 6M | -25.0% | +3.3% | -28.3% | -27.2% |
| YTD | +4.8% | +12.5% | -7.6% | -10.2% |
| 1Y | +3.6% | +12.6% | -9.0% | -11.3% |
| 3Y | +51.5% | +78.6% | -27.2% | -33.4% |
| 5Y | +19.7% | +67.0% | -47.3% | -37.9% |
| All | +19.7% | +66.6% | -46.8% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling