+3.6%
QCOM vs IWD
+30.1%
-26.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +0.7% |
| 7D | +2.0% | -0.6% | +2.5% | +3.7% |
| 30D | +1.2% | +3.6% | -2.4% | -5.8% |
| 3M | +9.1% | +2.7% | +6.5% | +3.5% |
| 6M | -25.0% | +13.2% | -38.2% | -42.4% |
| YTD | +4.8% | +26.8% | -21.9% | -32.0% |
| 1Y | +3.6% | +29.3% | -25.7% | -34.9% |
| All | +3.6% | +30.1% | -26.4% | -34.9% |
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 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