+32.7%
IRM vs QSR
+33.2%
-0.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.5% | +2.4% | -2.9% | -0.5% |
| 30D | -8.1% | +7.6% | -15.7% | -8.2% |
| 3M | -9.7% | +12.6% | -22.3% | -9.8% |
| 6M | +10.0% | +14.4% | -4.4% | +11.2% |
| YTD | +43.0% | +19.6% | +23.4% | +44.3% |
| 1Y | +32.7% | +33.9% | -1.2% | +29.2% |
| All | +32.7% | +33.2% | -0.6% | +29.2% |
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 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