+230.9%
QCOM vs IWD
+212.1%
+18.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +1.2% |
| 7D | +5.8% | +1.3% | +4.5% | +4.5% |
| 30D | -2.3% | +3.6% | -5.9% | -6.1% |
| 3M | +2.7% | +2.3% | +0.4% | +0.3% |
| 6M | -21.0% | +13.0% | -34.1% | -31.2% |
| YTD | +1.8% | +26.2% | -24.4% | -22.0% |
| 1Y | +2.4% | +30.5% | -28.0% | -24.5% |
| 3Y | +52.1% | +86.2% | -34.1% | -24.4% |
| 5Y | +14.6% | +72.9% | -58.2% | -36.4% |
| 10Y | +230.9% | +205.0% | +25.8% | +5.9% |
| All | +230.9% | +212.1% | +18.8% | +5.9% |
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