+748.8%
QCOM vs IYR
+700.6%
+48.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | +3.3% | -1.2% | +4.6% | +4.0% |
| 30D | +7.7% | -2.9% | +10.6% | +9.4% |
| 3M | -30.1% | +0.8% | -30.9% | -30.8% |
| 6M | +22.8% | +1.9% | +21.0% | +21.0% |
| YTD | +0.2% | +9.6% | -9.4% | -5.2% |
| 1Y | +7.9% | +8.1% | -0.2% | +2.9% |
| 3Y | +55.8% | +29.2% | +26.6% | +34.5% |
| 5Y | +30.1% | +4.3% | +25.8% | +26.4% |
| 10Y | +248.9% | +64.7% | +184.2% | +166.3% |
| All | +748.8% | +700.6% | +48.2% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling