+251.9%
QCOM vs IWF
+389.3%
-137.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +13.0% | +5.3% | +7.7% | +6.2% |
| 30D | +0.2% | -8.6% | +8.8% | +12.2% |
| 3M | +9.2% | -6.5% | +15.8% | +19.1% |
| 6M | -15.0% | -5.6% | -9.4% | -7.9% |
| YTD | +5.2% | -1.5% | +6.7% | +8.4% |
| 1Y | +2.4% | -2.8% | +5.2% | +7.1% |
| 3Y | +52.0% | +67.1% | -15.2% | -15.1% |
| 5Y | +19.7% | +57.6% | -37.9% | -27.1% |
| All | +251.9% | +389.3% | -137.3% | -43.0% |
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