+476.3%
QCOM vs IVV
+724.3%
-248.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.4% | -5.1% | -3.8% |
| 7D | -15.5% | -4.8% | -10.7% | -9.5% |
| 30D | -13.4% | -5.9% | -7.5% | -5.7% |
| 3M | 0.0% | -4.5% | +4.6% | +7.1% |
| 6M | -15.2% | +1.8% | -17.0% | -15.5% |
| YTD | -6.9% | +8.4% | -15.3% | -14.0% |
| 1Y | -11.0% | +9.4% | -20.4% | -18.6% |
| 3Y | +39.8% | +75.3% | -35.5% | -27.0% |
| 5Y | +7.2% | +67.8% | -60.6% | -38.7% |
| 10Y | +207.7% | +314.2% | -106.5% | -40.4% |
| All | +476.3% | +724.3% | -248.0% | -47.2% |
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