+981.7%
QQQ vs IJH
+1,045.0%
-63.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.2% |
| 7D | -1.3% | -2.5% | +1.2% | +1.1% |
| 30D | -1.4% | -5.0% | +3.7% | +3.6% |
| 3M | +2.3% | +0.5% | +1.7% | +1.9% |
| 6M | +16.9% | +8.2% | +8.6% | +8.6% |
| YTD | +15.6% | +12.5% | +3.2% | +3.4% |
| 1Y | +22.6% | +14.4% | +8.3% | +7.8% |
| 3Y | +93.5% | +49.5% | +44.0% | +30.3% |
| 5Y | +93.9% | +47.8% | +46.1% | +32.1% |
| 10Y | +564.6% | +180.4% | +384.2% | +127.1% |
| All | +981.7% | +1,045.0% | -63.3% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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