+993.4%
QQQ vs IJR
+1,130.2%
-136.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.6% |
| 7D | +1.0% | -1.1% | +2.1% | +1.9% |
| 30D | -0.6% | -3.6% | +3.0% | +2.5% |
| 3M | +1.3% | +2.3% | -1.0% | -0.5% |
| 6M | +18.1% | +14.3% | +3.8% | +5.7% |
| YTD | +16.9% | +19.3% | -2.4% | +0.8% |
| 1Y | +24.0% | +22.6% | +1.4% | +4.2% |
| 3Y | +95.6% | +53.5% | +42.1% | +33.1% |
| 5Y | +94.5% | +39.9% | +54.6% | +42.9% |
| 10Y | +571.7% | +172.1% | +399.7% | +153.3% |
| All | +993.4% | +1,130.2% | -136.9% | -42.0% |
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