+2.3%
QCOM vs ITW
+24.0%
-21.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +3.0% | +4.9% |
| 7D | -5.3% | +6.3% | -11.6% | -6.3% |
| 30D | -4.2% | +11.1% | -15.3% | -5.9% |
| 3M | +7.0% | +0.1% | +6.9% | +7.2% |
| 6M | +3.8% | +18.1% | -14.3% | +0.5% |
| YTD | +2.8% | +21.4% | -18.6% | -4.4% |
| 1Y | +2.3% | +22.9% | -20.6% | -5.8% |
| All | +2.3% | +24.0% | -21.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling