-22.0%
QID vs IRM
+19.5%
-41.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.0% |
| 7D | +9.8% | +2.6% | +7.2% | +11.3% |
| 30D | +18.9% | +5.6% | +13.3% | +22.6% |
| 3M | +9.6% | -4.7% | +14.3% | +8.4% |
| 6M | -7.8% | -6.1% | -1.7% | -8.3% |
| YTD | -23.3% | +46.3% | -69.7% | -8.4% |
| 1Y | -22.0% | +18.7% | -40.7% | -13.2% |
| All | -22.0% | +19.5% | -41.5% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling