+9,127.5%
QLD vs IJH
+596.2%
+8,531.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.1% |
| 7D | +0.6% | +0.1% | +0.4% | +0.4% |
| 30D | -0.1% | -1.5% | +1.4% | +2.5% |
| 3M | -8.4% | +0.8% | -9.1% | -8.4% |
| 6M | +32.2% | +7.6% | +24.6% | +19.2% |
| YTD | +28.9% | +15.5% | +13.4% | +3.3% |
| 1Y | +43.8% | +16.9% | +26.9% | +13.1% |
| 3Y | +176.6% | +48.1% | +128.5% | +52.4% |
| 5Y | +121.6% | +47.8% | +73.8% | +35.7% |
| 10Y | +1,652.9% | +178.6% | +1,474.4% | +309.5% |
| All | +9,127.5% | +596.2% | +8,531.3% | +583.7% |
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 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