-34.1%
QID vs IRM
+20.9%
-55.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +1.4% |
| 7D | +2.7% | -1.8% | +4.6% | +1.9% |
| 30D | +3.3% | -7.8% | +11.1% | -0.1% |
| 3M | -5.5% | -7.9% | +2.3% | -8.0% |
| 6M | -28.4% | +6.3% | -34.7% | -24.9% |
| YTD | -26.6% | +38.2% | -64.7% | -14.5% |
| 1Y | -34.1% | +19.8% | -54.0% | -27.2% |
| All | -34.1% | +20.9% | -55.0% | -27.2% |
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