+14.1%
QCOM vs IVV
+72.6%
-58.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.0% |
| 7D | +4.3% | +2.6% | +1.7% | 0.0% |
| 30D | -0.1% | -2.0% | +1.9% | +4.1% |
| 3M | +5.2% | -2.8% | +8.0% | +11.2% |
| 6M | -18.4% | +2.2% | -20.5% | -19.5% |
| YTD | +2.4% | +11.5% | -9.1% | -11.5% |
| 1Y | +0.9% | +13.5% | -12.6% | -15.0% |
| 3Y | +48.4% | +78.1% | -29.7% | -35.7% |
| All | +14.1% | +72.6% | -58.5% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling