+52,689.9%
QCOM vs ITW
+7,387.8%
+45,302.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +13.0% | +0.5% | +12.5% | +12.7% |
| 30D | +0.2% | +7.7% | -7.5% | -3.8% |
| 3M | +9.2% | -1.3% | +10.6% | +9.8% |
| 6M | -15.0% | +15.5% | -30.5% | -21.8% |
| YTD | +5.2% | +18.6% | -13.5% | -5.5% |
| 1Y | +2.4% | +19.8% | -17.5% | -8.6% |
| 3Y | +52.0% | +32.5% | +19.5% | +28.7% |
| 5Y | +19.7% | +35.3% | -15.6% | +0.6% |
| 10Y | +246.9% | +193.2% | +53.7% | +92.4% |
| All | +52,689.9% | +7,387.8% | +45,302.1% | +4,944.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling