+245.8%
QCOM vs ITW
+198.0%
+47.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.6% |
| 7D | +2.0% | -1.6% | +3.6% | +3.2% |
| 30D | +1.2% | +8.9% | -7.7% | -4.4% |
| 3M | +9.1% | -0.9% | +10.0% | +9.6% |
| 6M | -25.0% | +16.0% | -41.0% | -32.6% |
| YTD | +4.8% | +19.4% | -14.6% | -9.1% |
| 1Y | +3.6% | +20.7% | -17.1% | -11.0% |
| 3Y | +51.5% | +33.4% | +18.1% | +20.8% |
| 5Y | +19.7% | +39.1% | -19.4% | -7.8% |
| 10Y | +245.8% | +195.3% | +50.6% | +62.7% |
| All | +245.8% | +198.0% | +47.8% | +62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling