+18.7%
IRM vs QSR
+23.8%
-5.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +2.1% |
| 7D | +2.6% | +5.2% | -2.6% | +3.0% |
| 30D | +5.6% | +12.2% | -6.5% | +6.5% |
| 3M | -4.7% | +7.0% | -11.8% | -4.2% |
| 6M | -6.1% | -0.3% | -5.8% | -5.5% |
| YTD | +46.3% | +18.0% | +28.3% | +51.6% |
| 1Y | +18.7% | +22.6% | -3.9% | +21.3% |
| All | +18.7% | +23.8% | -5.1% | +21.3% |
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 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