-100.0%
QID vs IRM
+1,254.4%
-1,354.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | +0.8% |
| 7D | -0.6% | -0.5% | -0.2% | -0.9% |
| 30D | 0.0% | -8.1% | +8.1% | -5.3% |
| 3M | +3.7% | -9.7% | +13.4% | -2.0% |
| 6M | -29.9% | +10.0% | -39.8% | -22.8% |
| YTD | -28.8% | +43.0% | -71.8% | -5.5% |
| 1Y | -37.2% | +32.7% | -69.8% | -19.9% |
| 3Y | -73.7% | +102.7% | -176.4% | -49.8% |
| 5Y | -80.7% | +187.6% | -268.3% | -46.4% |
| 10Y | -99.1% | +420.1% | -519.2% | -95.3% |
| All | -100.0% | +1,254.4% | -1,354.3% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling