+34.5%
QXO vs IJH
+184.0%
-149.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | -7.8% | -1.9% | -5.9% | -6.5% |
| 30D | -18.1% | -4.6% | -13.5% | -15.2% |
| 3M | -25.8% | -1.2% | -24.6% | -24.7% |
| 6M | -41.7% | +9.4% | -51.1% | -44.1% |
| YTD | -36.2% | +13.3% | -49.5% | -39.9% |
| 1Y | -42.1% | +13.4% | -55.5% | -45.3% |
| 3Y | -46.2% | +50.4% | -96.6% | -57.1% |
| 5Y | -70.7% | +49.0% | -119.7% | -76.8% |
| All | +34.5% | +184.0% | -149.6% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling