+14.6%
QCOM vs IWD
+72.9%
-58.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +0.4% |
| 7D | +5.8% | +1.3% | +4.5% | +4.1% |
| 30D | -2.3% | +3.6% | -5.9% | -7.2% |
| 3M | +2.7% | +2.3% | +0.4% | -0.5% |
| 6M | -21.0% | +13.0% | -34.1% | -34.1% |
| YTD | +1.8% | +26.2% | -24.4% | -27.9% |
| 1Y | +2.4% | +30.5% | -28.0% | -31.0% |
| 3Y | +52.1% | +86.2% | -34.1% | -39.2% |
| 5Y | +14.6% | +72.9% | -58.2% | -46.1% |
| All | +14.6% | +72.9% | -58.3% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling