+48.4%
QCOM vs IYR
+41.7%
+6.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | +4.3% | +0.6% | +3.7% | +3.9% |
| 30D | -0.1% | +6.6% | -6.6% | -3.9% |
| 3M | +5.2% | -1.8% | +7.1% | +6.5% |
| 6M | -18.4% | +1.4% | -19.8% | -19.7% |
| YTD | +2.4% | +10.5% | -8.1% | -5.2% |
| 1Y | +0.9% | +10.6% | -9.7% | -6.6% |
| 3Y | +48.4% | +41.8% | +6.6% | +19.8% |
| All | +48.4% | +41.7% | +6.7% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling