+106.8%
IJR vs QS
-47.0%
+153.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.6% | +5.5% | -0.6% |
| 7D | -1.1% | -4.2% | +3.1% | -0.8% |
| 30D | -3.6% | -15.7% | +12.1% | -2.5% |
| 3M | +2.3% | -28.7% | +31.0% | +4.4% |
| 6M | +14.3% | -23.2% | +37.6% | +15.7% |
| YTD | +19.3% | -49.9% | +69.2% | +24.0% |
| 1Y | +22.6% | -38.8% | +61.4% | +24.4% |
| 3Y | +53.5% | -24.0% | +77.6% | +46.6% |
| 5Y | +39.9% | -75.6% | +115.5% | +36.4% |
| All | +106.8% | -47.0% | +153.8% | +108.2% |
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 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