+520.4%
QCOM vs IVV
+764.0%
-243.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | +7.7% | +0.1% | +7.6% | +7.6% |
| 3M | -30.1% | +2.0% | -32.1% | -31.2% |
| 6M | +22.8% | +13.0% | +9.8% | +6.4% |
| YTD | +0.2% | +13.6% | -13.4% | -13.6% |
| 1Y | +7.9% | +20.1% | -12.2% | -12.9% |
| 3Y | +55.8% | +77.6% | -21.8% | -20.7% |
| 5Y | +30.1% | +82.5% | -52.4% | -33.6% |
| 10Y | +248.9% | +316.5% | -67.6% | -33.7% |
| All | +520.4% | +764.0% | -243.6% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling