+272.2%
QCOM vs ITW
+191.6%
+80.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +4.9% | -2.4% | +7.3% | +6.6% |
| 30D | +9.3% | -9.5% | +18.9% | +16.8% |
| 3M | -7.0% | +6.6% | -13.6% | -11.5% |
| 6M | +32.0% | -1.8% | +33.8% | +31.9% |
| YTD | +5.0% | +9.0% | -4.0% | -3.0% |
| 1Y | +13.6% | +3.6% | +10.0% | +8.6% |
| 3Y | +77.6% | +19.4% | +58.1% | +53.1% |
| 5Y | +38.2% | +36.4% | +1.8% | +8.7% |
| All | +272.2% | +191.6% | +80.6% | +104.0% |
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