+32.2%
QLD vs IJR
+12.4%
+19.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | -0.4% |
| 7D | +0.6% | -0.2% | +0.7% | +0.9% |
| 30D | -0.1% | -2.4% | +2.3% | +4.8% |
| 3M | -8.4% | +3.9% | -12.3% | -13.7% |
| 6M | +32.2% | +12.4% | +19.8% | +8.7% |
| All | +32.2% | +12.4% | +19.8% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling