+1,502.1%
QLD vs IRM
+520.0%
+982.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.0% |
| 7D | +7.0% | +6.8% | +0.2% | +2.5% |
| 30D | -14.3% | +2.6% | -16.9% | -15.4% |
| 3M | -16.0% | -9.5% | -6.5% | -10.0% |
| 6M | -14.2% | -8.5% | -5.7% | -9.0% |
| YTD | +12.8% | +40.3% | -27.5% | -11.6% |
| 1Y | +14.1% | +28.7% | -14.6% | -5.4% |
| 3Y | +146.0% | +111.8% | +34.1% | +37.6% |
| 5Y | +82.0% | +189.1% | -107.1% | -16.7% |
| All | +1,502.1% | +520.0% | +982.2% | +340.7% |
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