+251.9%
QCOM vs IVZ
+40.3%
+211.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +13.0% | +5.1% | +7.9% | +10.5% |
| 30D | +0.2% | -1.6% | +1.7% | +1.2% |
| 3M | +9.2% | -9.1% | +18.3% | +14.1% |
| 6M | -15.0% | +1.8% | -16.8% | -15.5% |
| YTD | +5.2% | +10.8% | -5.7% | +0.4% |
| 1Y | +2.4% | +19.1% | -16.8% | -5.4% |
| 3Y | +52.0% | +144.4% | -92.5% | +1.1% |
| 5Y | +19.7% | +33.6% | -13.8% | -1.0% |
| All | +251.9% | +40.3% | +211.6% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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