+1,520.2%
QLD vs IJH
+180.3%
+1,340.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +3.3% |
| 7D | -1.2% | +0.2% | -1.4% | -0.8% |
| 30D | -15.7% | +2.1% | -17.9% | -17.9% |
| 3M | -10.0% | -3.6% | -6.4% | -3.5% |
| 6M | -11.2% | +1.8% | -13.1% | -11.9% |
| YTD | +16.4% | +14.1% | +2.2% | -3.7% |
| 1Y | +12.7% | +15.9% | -3.2% | -9.0% |
| 3Y | +152.3% | +59.7% | +92.6% | +25.5% |
| 5Y | +91.8% | +39.1% | +52.7% | +30.5% |
| 10Y | +1,520.2% | +177.3% | +1,342.9% | +389.5% |
| All | +1,520.2% | +180.3% | +1,340.0% | +389.5% |
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