+168.1%
IJR vs QID
-99.2%
+267.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | -0.1% |
| 7D | -2.2% | +1.3% | -3.4% | -1.7% |
| 30D | -4.6% | +2.9% | -7.5% | -3.5% |
| 3M | +0.2% | -0.7% | +1.0% | +0.9% |
| 6M | +14.7% | -29.7% | +44.4% | +3.1% |
| YTD | +18.9% | -27.9% | +46.7% | +8.3% |
| 1Y | +19.9% | -34.6% | +54.5% | +6.3% |
| 3Y | +53.0% | -73.5% | +126.6% | +6.4% |
| 5Y | +40.9% | -81.0% | +121.9% | -0.9% |
| All | +168.1% | -99.2% | +267.2% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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