+242.8%
QCOM vs IVV
+306.5%
-63.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | +5.5% | -0.6% | +6.1% | +6.8% |
| 30D | -1.1% | -3.7% | +2.5% | +4.9% |
| 3M | +7.6% | -2.7% | +10.3% | +12.8% |
| 6M | -20.1% | +2.2% | -22.3% | -20.9% |
| YTD | +3.0% | +10.9% | -7.9% | -8.3% |
| 1Y | +3.2% | +11.3% | -8.1% | -8.4% |
| 3Y | +48.9% | +76.9% | -28.0% | -26.0% |
| 5Y | +21.1% | +73.5% | -52.4% | -36.4% |
| 10Y | +242.8% | +307.4% | -64.6% | -38.9% |
| All | +242.8% | +306.5% | -63.8% | -38.9% |
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