-29.9%
QID vs IRE
-45.0%
+15.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.3% | +1.4% |
| 7D | -0.6% | +54.8% | -55.4% | +5.2% |
| 30D | 0.0% | +18.4% | -18.4% | +4.0% |
| 3M | +3.7% | -66.7% | +70.5% | -1.9% |
| 6M | -29.9% | -52.3% | +22.5% | -25.1% |
| All | -29.9% | -45.0% | +15.1% | -25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling