+34.5%
QXO vs IJR
+172.1%
-137.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.2% |
| 7D | -7.8% | -2.2% | -5.6% | -6.4% |
| 30D | -18.1% | -4.6% | -13.5% | -15.3% |
| 3M | -25.8% | +0.2% | -26.0% | -25.4% |
| 6M | -41.7% | +14.7% | -56.4% | -45.8% |
| YTD | -36.2% | +18.9% | -55.0% | -41.7% |
| 1Y | -42.1% | +19.9% | -62.0% | -47.2% |
| 3Y | -46.2% | +53.0% | -99.2% | -58.0% |
| 5Y | -70.7% | +40.9% | -111.6% | -76.5% |
| All | +34.5% | +172.1% | -137.6% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling