+230.9%
QCOM vs IVZ
+55.7%
+175.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | +0.7% |
| 7D | +5.8% | +4.1% | +1.7% | +4.1% |
| 30D | -2.3% | -2.0% | -0.3% | -1.1% |
| 3M | +2.7% | -7.8% | +10.5% | +6.6% |
| 6M | -21.0% | +6.3% | -27.3% | -23.0% |
| YTD | +1.8% | +12.6% | -10.7% | -3.5% |
| 1Y | +2.4% | +27.6% | -25.2% | -8.1% |
| 3Y | +52.1% | +154.0% | -101.9% | -0.2% |
| 5Y | +14.6% | +37.3% | -22.7% | -6.2% |
| 10Y | +230.9% | +50.5% | +180.3% | +146.9% |
| All | +230.9% | +55.7% | +175.2% | +146.9% |
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