+263.7%
QCOM vs IWF
+409.9%
-146.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.5% |
| 7D | +5.1% | +1.5% | +3.6% | +3.2% |
| 30D | +4.3% | -1.3% | +5.5% | +5.8% |
| 3M | -19.6% | +0.1% | -19.7% | -19.6% |
| 6M | +29.5% | +10.3% | +19.2% | +15.7% |
| YTD | +3.4% | +4.2% | -0.8% | -1.1% |
| 1Y | +10.9% | +9.3% | +1.6% | +0.4% |
| 3Y | +74.8% | +79.3% | -4.6% | -10.8% |
| 5Y | +36.2% | +73.8% | -37.6% | -26.4% |
| 10Y | +263.7% | +410.9% | -147.2% | -39.3% |
| All | +263.7% | +409.9% | -146.2% | -39.3% |
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