+205.5%
IJR vs QSR
+205.8%
-0.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -2.2% | -4.0% | +1.8% | -0.6% |
| 30D | -4.6% | +2.8% | -7.3% | -5.7% |
| 3M | +0.2% | +5.1% | -4.9% | -2.1% |
| 6M | +14.7% | +8.8% | +5.9% | +10.1% |
| YTD | +18.9% | +14.8% | +4.0% | +11.3% |
| 1Y | +19.9% | +25.7% | -5.8% | +8.0% |
| 3Y | +53.0% | +27.5% | +25.5% | +35.0% |
| 5Y | +40.9% | +41.3% | -0.4% | +17.9% |
| 10Y | +171.1% | +133.8% | +37.3% | +82.4% |
| All | +205.5% | +205.8% | -0.3% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling