+1,450.1%
QLD vs IJR
+164.5%
+1,285.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | -3.8% | +0.1% | -3.9% | -3.3% |
| 30D | -20.5% | +2.6% | -23.2% | -22.9% |
| 3M | -14.6% | -4.3% | -10.3% | -8.7% |
| 6M | -14.7% | +2.7% | -17.4% | -16.6% |
| YTD | +11.2% | +18.5% | -7.3% | -10.3% |
| 1Y | +7.1% | +20.1% | -13.0% | -15.2% |
| 3Y | +141.1% | +61.7% | +79.4% | +27.6% |
| 5Y | +84.3% | +28.5% | +55.7% | +43.7% |
| 10Y | +1,450.1% | +161.6% | +1,288.5% | +488.7% |
| All | +1,450.1% | +164.5% | +1,285.6% | +488.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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