+13.5%
QCOM vs IYR
+6.4%
+7.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | +4.4% | -0.9% | +5.3% | +4.6% |
| 30D | +9.4% | -2.4% | +11.7% | +10.2% |
| 3M | -13.7% | -2.0% | -11.6% | -13.4% |
| 6M | +28.9% | +2.5% | +26.4% | +25.1% |
| YTD | +4.7% | +8.3% | -3.6% | -2.9% |
| 1Y | +13.5% | +6.5% | +7.0% | +6.0% |
| All | +13.5% | +6.4% | +7.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling