-29.2%
QID vs IRE
-82.8%
+53.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.2% | -10.0% | +1.3% |
| 7D | -2.7% | +58.9% | -61.6% | +2.2% |
| 30D | +1.8% | +17.2% | -15.4% | +4.8% |
| 3M | -2.2% | -58.6% | +56.5% | -3.5% |
| 6M | -32.1% | -23.5% | -8.7% | -25.9% |
| YTD | -28.6% | -47.4% | +18.9% | -21.1% |
| All | -29.2% | -82.8% | +53.7% | -24.5% |
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