+191.8%
IRM vs QSR
+40.6%
+151.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -1.8% | -4.7% | +2.9% | -0.3% |
| 30D | -7.8% | +4.3% | -12.1% | -9.0% |
| 3M | -7.9% | +5.4% | -13.3% | -9.7% |
| 6M | +6.3% | +8.2% | -1.8% | +3.1% |
| YTD | +38.2% | +14.1% | +24.0% | +30.8% |
| 1Y | +19.8% | +28.1% | -8.3% | +8.0% |
| 3Y | +98.8% | +25.3% | +73.5% | +76.1% |
| 5Y | +191.8% | +40.4% | +151.4% | +127.3% |
| All | +191.8% | +40.6% | +151.2% | +127.3% |
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 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