+122.1%
QLD vs IJH
+48.9%
+73.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +1.0% |
| 7D | +3.0% | +1.0% | +1.9% | +1.1% |
| 30D | -1.8% | -3.1% | +1.3% | +4.1% |
| 3M | -1.8% | +1.9% | -3.7% | -4.3% |
| 6M | +36.9% | +11.0% | +25.9% | +15.2% |
| YTD | +28.7% | +14.7% | +14.0% | +1.8% |
| 1Y | +41.9% | +15.6% | +26.3% | +10.8% |
| 3Y | +184.2% | +52.5% | +131.7% | +34.3% |
| 5Y | +122.1% | +49.1% | +73.1% | +19.7% |
| All | +122.1% | +48.9% | +73.3% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling