+1,520.2%
QLD vs IRM
+514.0%
+1,006.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.2% | +3.6% |
| 7D | -1.2% | -5.3% | +4.1% | +2.9% |
| 30D | -15.7% | -2.3% | -13.4% | -13.9% |
| 3M | -10.0% | -7.4% | -2.6% | -5.0% |
| 6M | -11.2% | -12.2% | +1.0% | -3.2% |
| YTD | +16.4% | +38.6% | -22.3% | -8.1% |
| 1Y | +12.7% | +14.9% | -2.2% | +0.8% |
| 3Y | +152.3% | +108.2% | +44.1% | +42.9% |
| 5Y | +91.8% | +183.8% | -92.1% | -11.1% |
| 10Y | +1,520.2% | +512.6% | +1,007.6% | +345.3% |
| All | +1,520.2% | +514.0% | +1,006.3% | +345.3% |
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