+41.5%
QCOM vs IWF
+73.7%
-32.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +1.9% |
| 7D | +7.8% | -0.9% | +8.8% | +9.1% |
| 30D | +12.2% | -1.7% | +13.9% | +14.6% |
| 3M | -9.9% | +0.7% | -10.5% | -10.6% |
| 6M | +36.9% | +8.6% | +28.4% | +24.2% |
| YTD | +8.0% | +3.5% | +4.5% | +4.0% |
| 1Y | +15.0% | +7.0% | +8.0% | +6.5% |
| 3Y | +75.8% | +76.3% | -0.5% | -11.9% |
| All | +41.5% | +73.7% | -32.2% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling