-93.7%
IRE vs QSR
-2.1%
-91.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.2% | +13.4% | +9.4% |
| 7D | -15.1% | -2.2% | -12.9% | -18.1% |
| 30D | -71.4% | +7.8% | -79.2% | -65.3% |
| 3M | -81.2% | +5.5% | -86.6% | -76.8% |
| 6M | -93.7% | -0.2% | -93.5% | -92.6% |
| All | -93.7% | -2.1% | -91.7% | -92.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling