+39.3%
QCOM vs IWD
+79.4%
-40.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.6% | -6.9% | -4.9% |
| 7D | -15.5% | -0.9% | -14.5% | -13.6% |
| 30D | -13.4% | +2.6% | -16.0% | -16.7% |
| 3M | 0.0% | +1.2% | -1.2% | -1.4% |
| 6M | -15.2% | +12.1% | -27.3% | -29.0% |
| YTD | -6.9% | +24.1% | -31.1% | -33.1% |
| 1Y | -11.0% | +28.5% | -39.5% | -39.3% |
| All | +39.3% | +79.4% | -40.1% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling