+23.0%
QQQM vs IJH
+14.9%
+8.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.2% |
| 7D | -0.6% | -1.9% | +1.3% | +1.1% |
| 30D | -1.2% | -4.6% | +3.4% | +3.1% |
| 3M | -0.1% | -1.2% | +1.1% | +1.1% |
| 6M | +18.0% | +9.4% | +8.6% | +10.4% |
| YTD | +16.7% | +13.3% | +3.4% | +6.3% |
| 1Y | +23.0% | +13.4% | +9.7% | +11.6% |
| All | +23.0% | +14.9% | +8.2% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling