+8,750.8%
QCOM vs IVZ
+897.2%
+7,853.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.4% | -2.4% | +2.8% | +1.5% |
| 30D | -6.6% | -11.2% | +4.6% | -2.0% |
| 3M | +3.7% | -14.0% | +17.7% | +9.9% |
| 6M | -13.3% | +0.5% | -13.8% | -13.2% |
| YTD | -1.8% | +5.4% | -7.2% | -3.7% |
| 1Y | -2.5% | +19.5% | -22.0% | -8.9% |
| 3Y | +47.0% | +128.7% | -81.7% | +6.3% |
| 5Y | +13.1% | +28.8% | -15.6% | -0.6% |
| 10Y | +224.7% | +52.3% | +172.4% | +142.1% |
| All | +8,750.8% | +897.2% | +7,853.6% | +3,603.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling