+251.9%
QCOM vs IVV
+310.9%
-59.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.7% |
| 7D | +13.0% | +3.3% | +9.7% | +8.0% |
| 30D | +0.2% | -2.7% | +2.8% | +4.8% |
| 3M | +9.2% | -1.7% | +10.9% | +12.9% |
| 6M | -15.0% | +3.2% | -18.2% | -17.0% |
| YTD | +5.2% | +12.0% | -6.8% | -7.6% |
| 1Y | +2.4% | +12.1% | -9.8% | -10.1% |
| 3Y | +52.0% | +78.6% | -26.7% | -25.5% |
| 5Y | +19.7% | +73.8% | -54.1% | -37.4% |
| All | +251.9% | +310.9% | -59.0% | -38.7% |
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