-80.7%
QID vs IRM
+186.9%
-267.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +0.9% |
| 7D | +2.7% | -1.8% | +4.6% | +1.5% |
| 30D | +3.3% | -7.8% | +11.1% | -2.0% |
| 3M | -5.5% | -7.9% | +2.3% | -9.8% |
| 6M | -28.4% | +6.3% | -34.7% | -22.8% |
| YTD | -26.6% | +38.2% | -64.7% | -3.3% |
| 1Y | -34.1% | +19.8% | -54.0% | -21.1% |
| 3Y | -73.7% | +98.8% | -172.4% | -43.6% |
| 5Y | -80.7% | +191.8% | -272.4% | -32.5% |
| All | -80.7% | +186.9% | -267.6% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling