+22.8%
QCOM vs IWD
+16.4%
+6.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +1.7% |
| 7D | +3.3% | -0.3% | +3.6% | +3.9% |
| 30D | +7.7% | +0.6% | +7.1% | +5.9% |
| 3M | -30.1% | +7.2% | -37.3% | -41.7% |
| 6M | +22.8% | +16.2% | +6.6% | -10.9% |
| All | +22.8% | +16.4% | +6.5% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling