-24.4%
QID vs IRE
-97.8%
+73.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -13.5% | +14.1% | -1.0% |
| 7D | -11.8% | +11.1% | -22.9% | -9.8% |
| 30D | +14.2% | -75.2% | +89.4% | +3.5% |
| 3M | +8.8% | -86.4% | +95.1% | -5.4% |
| 6M | +1.5% | -94.8% | +96.3% | -13.1% |
| YTD | -23.8% | -93.3% | +69.5% | -28.1% |
| 1Y | -22.0% | -97.5% | +75.5% | -29.6% |
| All | -24.4% | -97.8% | +73.4% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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