+40.3%
QLD vs IJR
+21.8%
+18.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +1.0% |
| 7D | +1.9% | -1.1% | +3.0% | +3.6% |
| 30D | -1.8% | -3.6% | +1.8% | +3.8% |
| 3M | -0.1% | +2.3% | -2.4% | -2.4% |
| 6M | +32.6% | +14.3% | +18.2% | +12.6% |
| YTD | +27.9% | +19.3% | +8.6% | +3.6% |
| 1Y | +40.3% | +22.6% | +17.7% | +10.8% |
| All | +40.3% | +21.8% | +18.5% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling