+678.1%
QCOM vs IWD
+731.9%
-53.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.6% | -6.9% | -6.6% |
| 7D | -15.5% | -0.9% | -14.5% | -14.3% |
| 30D | -13.4% | +2.6% | -16.0% | -15.5% |
| 3M | 0.0% | +1.2% | -1.2% | -0.8% |
| 6M | -15.2% | +12.1% | -27.3% | -24.3% |
| YTD | -6.9% | +24.1% | -31.1% | -25.2% |
| 1Y | -11.0% | +28.5% | -39.5% | -31.0% |
| 3Y | +39.8% | +79.5% | -39.7% | -22.7% |
| 5Y | +7.2% | +70.3% | -63.1% | -35.5% |
| 10Y | +207.7% | +212.5% | -4.9% | -0.5% |
| All | +678.1% | +731.9% | -53.9% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling