+7.9%
QCOM vs IVV
+20.9%
-13.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.9% |
| 7D | +3.3% | +0.1% | +3.2% | +3.0% |
| 30D | +7.7% | +0.1% | +7.6% | +7.5% |
| 3M | -30.1% | +2.0% | -32.1% | -32.2% |
| 6M | +22.8% | +13.0% | +9.8% | +2.4% |
| YTD | +0.2% | +13.6% | -13.4% | -17.2% |
| 1Y | +7.9% | +20.1% | -12.2% | -15.1% |
| All | +7.9% | +20.9% | -13.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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