+1,627.6%
QLD vs IJH
+181.8%
+1,445.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -0.6% |
| 7D | -2.6% | -2.5% | -0.1% | +1.5% |
| 30D | -3.3% | -5.0% | +1.8% | +5.3% |
| 3M | +1.8% | +0.5% | +1.3% | +1.9% |
| 6M | +29.7% | +8.2% | +21.5% | +16.1% |
| YTD | +25.1% | +12.5% | +12.7% | +5.1% |
| 1Y | +37.1% | +14.4% | +22.7% | +12.3% |
| 3Y | +176.3% | +49.5% | +126.8% | +52.0% |
| 5Y | +121.0% | +47.8% | +73.2% | +36.7% |
| All | +1,627.6% | +181.8% | +1,445.8% | +398.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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