+737.6%
QCOM vs IWF
+727.1%
+10.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | +0.5% | +2.8% | +2.6% |
| 30D | +7.7% | -0.4% | +8.1% | +8.2% |
| 3M | -30.1% | -2.6% | -27.4% | -27.4% |
| 6M | +22.8% | +9.1% | +13.7% | +10.7% |
| YTD | +0.2% | +4.5% | -4.3% | -4.7% |
| 1Y | +7.9% | +10.1% | -2.2% | -3.6% |
| 3Y | +55.8% | +77.6% | -21.8% | -21.3% |
| 5Y | +30.1% | +73.7% | -43.7% | -31.1% |
| 10Y | +248.9% | +411.5% | -162.7% | -50.3% |
| All | +737.6% | +727.1% | +10.5% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling