+216.5%
QCOM vs IVV
+309.7%
-93.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.1% |
| 7D | +0.4% | -2.7% | +3.1% | +4.7% |
| 30D | -6.6% | -5.4% | -1.2% | +1.6% |
| 3M | +3.7% | -4.1% | +7.7% | +10.9% |
| 6M | -13.3% | +0.7% | -14.0% | -12.4% |
| YTD | -1.8% | +8.7% | -10.5% | -10.1% |
| 1Y | -2.5% | +11.0% | -13.5% | -13.1% |
| 3Y | +47.0% | +75.4% | -28.5% | -26.0% |
| 5Y | +13.1% | +68.3% | -55.2% | -38.1% |
| All | +216.5% | +309.7% | -93.2% | -40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling