+250.3%
QCOM vs IWD
+197.9%
+52.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.9% |
| 7D | +3.3% | -0.3% | +3.6% | +3.6% |
| 30D | +7.7% | +0.6% | +7.1% | +6.9% |
| 3M | -30.1% | +7.2% | -37.3% | -35.5% |
| 6M | +22.8% | +16.2% | +6.6% | +3.4% |
| YTD | +0.2% | +23.3% | -23.1% | -21.4% |
| 1Y | +7.9% | +29.6% | -21.7% | -19.9% |
| 3Y | +55.8% | +70.5% | -14.6% | -14.4% |
| 5Y | +30.1% | +73.5% | -43.4% | -28.0% |
| All | +250.3% | +197.9% | +52.4% | +16.6% |
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