+40.3%
QLD vs IJH
+14.5%
+25.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +1.3% |
| 7D | +1.9% | -0.7% | +2.6% | +3.2% |
| 30D | -1.8% | -3.8% | +2.0% | +5.4% |
| 3M | -0.1% | 0.0% | -0.1% | +1.1% |
| 6M | +32.6% | +8.8% | +23.8% | +18.7% |
| YTD | +27.9% | +13.5% | +14.4% | +7.8% |
| 1Y | +40.3% | +15.4% | +24.9% | +15.9% |
| All | +40.3% | +14.5% | +25.8% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling