+5.2%
QLD vs IRM
+10.1%
-4.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.6% | +2.0% |
| 7D | -10.3% | -8.6% | -1.7% | -5.1% |
| 30D | -26.1% | -8.0% | -18.1% | -22.0% |
| 3M | -17.8% | -12.0% | -5.8% | -11.6% |
| 6M | -15.6% | -18.2% | +2.6% | -6.7% |
| YTD | +5.4% | +31.4% | -26.0% | -4.3% |
| 1Y | +5.2% | +9.2% | -3.9% | +3.1% |
| All | +5.2% | +10.1% | -4.8% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling