-84.5%
IRE vs QSR
+15.9%
-100.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.1% | -8.6% |
| 7D | +7.9% | -4.7% | +12.6% | +2.1% |
| 30D | +9.3% | +4.3% | +5.0% | +15.0% |
| 3M | -52.3% | +5.4% | -57.8% | -47.5% |
| 6M | -38.5% | +8.2% | -46.6% | -25.2% |
| YTD | -54.8% | +14.1% | -69.0% | -33.0% |
| All | -84.5% | +15.9% | -100.4% | -75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling