-83.7%
IRE vs QSR
+21.4%
-105.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.1% | +14.1% | +13.9% |
| 7D | +54.8% | +2.4% | +52.3% | +58.8% |
| 30D | +18.4% | +7.6% | +10.8% | +27.4% |
| 3M | -66.7% | +12.6% | -79.4% | -60.3% |
| 6M | -52.3% | +14.4% | -66.7% | -37.1% |
| YTD | -52.3% | +19.6% | -71.9% | -25.3% |
| All | -83.7% | +21.4% | -105.1% | -72.4% |
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