-82.0%
IRE vs QSR
+18.6%
-100.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -2.4% | +12.6% | +7.4% |
| 7D | +58.9% | +0.1% | +58.8% | +58.9% |
| 30D | +17.2% | +5.9% | +11.2% | +25.1% |
| 3M | -58.6% | +10.5% | -69.1% | -51.9% |
| 6M | -23.5% | +7.7% | -31.2% | -9.2% |
| YTD | -47.4% | +16.8% | -64.2% | -19.7% |
| All | -82.0% | +18.6% | -100.6% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling