+1,418.0%
QLD vs IRM
+480.4%
+937.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.1% | +2.7% | +4.1% |
| 7D | -1.4% | -3.8% | +2.3% | +1.6% |
| 30D | -19.6% | -3.2% | -16.4% | -17.4% |
| 3M | -14.1% | -7.8% | -6.3% | -9.1% |
| 6M | -13.6% | -12.7% | -0.9% | -5.5% |
| YTD | +12.5% | +36.7% | -24.2% | -10.3% |
| 1Y | +13.1% | +10.0% | +3.1% | +4.2% |
| 3Y | +154.7% | +107.2% | +47.5% | +44.6% |
| 5Y | +81.1% | +181.6% | -100.5% | -15.6% |
| 10Y | +1,418.0% | +481.1% | +936.8% | +323.5% |
| All | +1,418.0% | +480.4% | +937.6% | +323.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling