+1,739.7%
QLD vs IJR
+168.6%
+1,571.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.9% |
| 7D | +3.0% | +0.9% | +2.0% | +1.7% |
| 30D | -1.8% | -3.1% | +1.3% | +2.7% |
| 3M | -1.8% | +4.4% | -6.2% | -6.9% |
| 6M | +36.9% | +16.1% | +20.8% | +13.0% |
| YTD | +28.7% | +20.6% | +8.1% | +0.7% |
| 1Y | +41.9% | +22.9% | +19.0% | +8.2% |
| 3Y | +184.2% | +55.2% | +129.0% | +58.8% |
| 5Y | +122.1% | +41.1% | +81.0% | +53.0% |
| All | +1,739.7% | +168.6% | +1,571.1% | +523.2% |
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