-97.7%
IRE vs QSR
+23.8%
-121.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +5.5% | -28.7% | -15.9% |
| 7D | -46.8% | +5.2% | -52.0% | -41.9% |
| 30D | -75.5% | +12.2% | -87.7% | -70.7% |
| 3M | -79.4% | +7.0% | -86.5% | -76.6% |
| 6M | -91.3% | -0.3% | -91.0% | -90.0% |
| YTD | -90.8% | +18.0% | -108.8% | -85.1% |
| 1Y | -97.7% | +22.6% | -120.4% | -96.1% |
| All | -97.7% | +23.8% | -121.5% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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