-100.0%
QID vs IRM
+1,228.6%
-1,328.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.1% |
| 7D | -7.1% | +6.8% | -13.9% | -2.5% |
| 30D | +12.6% | +2.6% | +10.0% | +16.7% |
| 3M | +14.2% | -9.5% | +23.7% | +9.4% |
| 6M | +6.2% | -8.5% | +14.7% | +3.7% |
| YTD | -21.8% | +40.3% | -62.1% | +4.8% |
| 1Y | -23.1% | +28.7% | -51.8% | -2.6% |
| 3Y | -71.3% | +111.8% | -183.1% | -42.5% |
| 5Y | -77.0% | +189.1% | -266.1% | -34.4% |
| 10Y | -99.0% | +519.8% | -618.8% | -94.1% |
| All | -100.0% | +1,228.6% | -1,328.5% | -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