+230.9%
QCOM vs IWF
+391.9%
-161.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.7% | +0.1% |
| 7D | +5.8% | -1.0% | +6.8% | +7.5% |
| 30D | -2.3% | -10.1% | +7.8% | +11.7% |
| 3M | +2.7% | -7.6% | +10.3% | +13.7% |
| 6M | -21.0% | -6.7% | -14.3% | -13.2% |
| YTD | +1.8% | -2.5% | +4.4% | +6.3% |
| 1Y | +2.4% | -2.1% | +4.5% | +6.2% |
| 3Y | +52.1% | +68.6% | -16.5% | -15.9% |
| 5Y | +14.6% | +55.8% | -41.2% | -29.2% |
| 10Y | +230.9% | +383.3% | -152.4% | -46.1% |
| All | +230.9% | +391.9% | -161.0% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling