+50.4%
IJH vs QS
-24.6%
+75.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -1.9% | -3.6% | +1.8% | -1.6% |
| 30D | -4.6% | -17.2% | +12.6% | -3.2% |
| 3M | -1.2% | -27.0% | +25.8% | +1.0% |
| 6M | +9.4% | -24.6% | +34.0% | +11.0% |
| YTD | +13.3% | -49.3% | +62.7% | +18.3% |
| 1Y | +13.4% | -40.3% | +53.7% | +15.4% |
| 3Y | +50.4% | -23.8% | +74.3% | +41.2% |
| All | +50.4% | -24.6% | +75.0% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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