-83.2%
IRE vs QSR
+16.6%
-99.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.6% | -5.2% | -8.7% |
| 7D | +29.0% | -2.4% | +31.4% | +25.3% |
| 30D | +24.2% | +5.7% | +18.5% | +33.0% |
| 3M | -53.2% | +6.9% | -60.1% | -47.6% |
| 6M | -36.0% | +6.9% | -42.9% | -24.5% |
| YTD | -51.0% | +14.9% | -65.9% | -26.7% |
| All | -83.2% | +16.6% | -99.9% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling