+491.1%
IRM vs QSR
+211.0%
+280.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.1% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | -4.2% | +5.9% | -10.1% | -6.0% |
| 3M | -5.4% | +10.5% | -15.8% | -8.6% |
| 6M | +12.0% | +7.7% | +4.3% | +8.9% |
| YTD | +42.0% | +16.8% | +25.3% | +34.0% |
| 1Y | +29.9% | +30.9% | -1.0% | +17.7% |
| 3Y | +104.4% | +28.2% | +76.2% | +84.1% |
| 5Y | +191.0% | +45.0% | +146.0% | +149.2% |
| 10Y | +417.1% | +127.3% | +289.8% | +270.3% |
| All | +491.1% | +211.0% | +280.1% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling