+3.6%
QCOM vs ITW
+20.6%
-17.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +2.0% | -1.6% | +3.6% | +2.4% |
| 30D | +1.2% | +8.9% | -7.7% | 0.0% |
| 3M | +9.1% | -0.9% | +10.0% | +9.6% |
| 6M | -25.0% | +16.0% | -41.0% | -26.9% |
| YTD | +4.8% | +19.4% | -14.6% | -2.1% |
| 1Y | +3.6% | +20.7% | -17.1% | -4.1% |
| All | +3.6% | +20.6% | -17.0% | -4.1% |
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