+105.9%
IJH vs QS
-47.4%
+153.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.9% |
| 7D | -2.5% | -5.0% | +2.5% | -2.2% |
| 30D | -5.0% | -18.3% | +13.3% | -3.8% |
| 3M | +0.5% | -26.0% | +26.5% | +2.1% |
| 6M | +8.2% | -24.0% | +32.3% | +9.4% |
| YTD | +12.4% | -50.3% | +62.7% | +16.5% |
| 1Y | +14.4% | -38.0% | +52.3% | +15.8% |
| 3Y | +49.5% | -24.6% | +74.1% | +43.5% |
| 5Y | +47.8% | -75.4% | +123.2% | +44.2% |
| All | +105.9% | -47.4% | +153.4% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling