+7,859.7%
QLD vs IJR
+533.8%
+7,326.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.1% |
| 3M | -14.6% | -4.3% | -10.3% | -8.4% |
| 6M | -14.7% | +2.7% | -17.4% | -16.7% |
| YTD | +11.2% | +18.5% | -7.3% | -11.4% |
| 1Y | +7.1% | +20.1% | -13.0% | -16.4% |
| 3Y | +141.1% | +61.7% | +79.4% | +23.0% |
| 5Y | +84.3% | +28.5% | +55.7% | +43.2% |
| 10Y | +1,450.1% | +161.6% | +1,288.5% | +330.2% |
| All | +7,859.7% | +533.8% | +7,326.0% | +671.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling