+9,127.5%
QLD vs IJR
+550.0%
+8,577.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | -0.2% |
| 7D | +0.6% | -0.2% | +0.7% | +0.8% |
| 30D | -0.1% | -2.4% | +2.3% | +3.6% |
| 3M | -8.4% | +3.9% | -12.3% | -12.6% |
| 6M | +32.2% | +12.4% | +19.8% | +13.1% |
| YTD | +28.9% | +21.5% | +7.4% | -1.6% |
| 1Y | +43.8% | +24.0% | +19.9% | +6.6% |
| 3Y | +176.6% | +49.7% | +126.9% | +56.9% |
| 5Y | +121.6% | +39.7% | +81.9% | +51.6% |
| 10Y | +1,652.9% | +169.0% | +1,483.9% | +363.5% |
| All | +9,127.5% | +550.0% | +8,577.4% | +757.0% |
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