+216.5%
QCOM vs IWD
+207.5%
+9.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +6.0% |
| 7D | +0.4% | -0.5% | +0.8% | +1.2% |
| 30D | -6.6% | +2.7% | -9.3% | -9.2% |
| 3M | +3.7% | +0.9% | +2.8% | +3.1% |
| 6M | -13.3% | +10.5% | -23.9% | -22.4% |
| YTD | -1.8% | +23.7% | -25.5% | -22.8% |
| 1Y | -2.5% | +28.7% | -31.2% | -26.9% |
| 3Y | +47.0% | +79.7% | -32.7% | -23.8% |
| 5Y | +13.1% | +69.7% | -56.6% | -35.7% |
| All | +216.5% | +207.5% | +9.0% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling