+36.2%
QCOM vs ITW
+36.7%
-0.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.6% |
| 7D | +5.1% | -0.4% | +5.5% | +5.4% |
| 30D | +4.3% | -9.4% | +13.7% | +12.0% |
| 3M | -19.6% | +7.1% | -26.7% | -24.2% |
| 6M | +29.5% | -1.9% | +31.3% | +29.5% |
| YTD | +3.4% | +10.4% | -7.1% | -6.9% |
| 1Y | +10.9% | +3.3% | +7.6% | +5.4% |
| 3Y | +74.8% | +21.0% | +53.8% | +43.2% |
| 5Y | +36.2% | +36.3% | -0.1% | -1.8% |
| All | +36.2% | +36.7% | -0.5% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling