+7,971.7%
QLD vs IJH
+579.1%
+7,392.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.3% |
| 7D | +7.0% | +2.3% | +4.7% | +3.2% |
| 30D | -14.3% | +2.1% | -16.4% | -16.5% |
| 3M | -16.0% | -5.7% | -10.3% | -6.6% |
| 6M | -14.2% | +1.4% | -15.7% | -14.4% |
| YTD | +12.8% | +12.6% | +0.1% | -5.0% |
| 1Y | +14.1% | +16.1% | -2.1% | -8.6% |
| 3Y | +146.0% | +57.8% | +88.1% | +23.0% |
| 5Y | +82.0% | +36.8% | +45.2% | +27.7% |
| 10Y | +1,470.1% | +173.7% | +1,296.4% | +280.7% |
| All | +7,971.7% | +579.1% | +7,392.6% | +528.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling