+179.3%
IJH vs QSR
+135.2%
+44.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -1.9% | -4.0% | +2.1% | -0.2% |
| 30D | -4.6% | +2.8% | -7.4% | -5.8% |
| 3M | -1.2% | +5.1% | -6.2% | -3.6% |
| 6M | +9.4% | +8.8% | +0.6% | +4.7% |
| YTD | +13.3% | +14.8% | -1.5% | +5.6% |
| 1Y | +13.4% | +25.7% | -12.3% | +1.2% |
| 3Y | +50.4% | +27.5% | +22.9% | +30.8% |
| 5Y | +49.0% | +41.3% | +7.7% | +22.0% |
| All | +179.3% | +135.2% | +44.1% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling