+434.2%
IRM vs QSR
+135.2%
+299.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | -1.4% | -4.0% | +2.6% | -0.1% |
| 30D | -7.4% | +2.8% | -10.1% | -8.3% |
| 3M | -7.4% | +5.1% | -12.4% | -9.2% |
| 6M | +8.7% | +8.8% | -0.1% | +5.2% |
| YTD | +40.9% | +14.8% | +26.1% | +33.3% |
| 1Y | +20.5% | +25.7% | -5.2% | +10.2% |
| 3Y | +101.7% | +27.5% | +74.2% | +80.9% |
| 5Y | +197.7% | +41.3% | +156.4% | +154.4% |
| All | +434.2% | +135.2% | +299.0% | +266.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling