+52.2%
IJR vs QS
-26.0%
+78.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -2.3% | -5.0% | +2.6% | -1.9% |
| 30D | -4.7% | -18.3% | +13.6% | -2.9% |
| 3M | +2.1% | -26.0% | +28.1% | +4.5% |
| 6M | +13.9% | -24.0% | +37.9% | +15.7% |
| YTD | +18.2% | -50.3% | +68.5% | +24.4% |
| 1Y | +21.8% | -38.0% | +59.8% | +23.7% |
| All | +52.2% | -26.0% | +78.2% | +40.0% |
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