+7.9%
QCOM vs IWD
+30.5%
-22.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +1.6% |
| 7D | +3.3% | -0.3% | +3.6% | +3.9% |
| 30D | +7.7% | +0.6% | +7.1% | +6.1% |
| 3M | -30.1% | +7.2% | -37.3% | -40.4% |
| 6M | +22.8% | +16.2% | +6.6% | -8.8% |
| YTD | +0.2% | +23.3% | -23.1% | -34.0% |
| 1Y | +7.9% | +29.6% | -21.7% | -34.7% |
| All | +7.9% | +30.5% | -22.6% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling