+139.4%
QLD vs IRM
+90.1%
+49.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.6% | +2.0% |
| 7D | -10.3% | -8.6% | -1.7% | -4.9% |
| 30D | -26.1% | -8.0% | -18.1% | -21.9% |
| 3M | -17.8% | -12.0% | -5.8% | -11.0% |
| 6M | -15.6% | -18.2% | +2.6% | -5.1% |
| YTD | +5.4% | +31.4% | -26.0% | -11.1% |
| 1Y | +5.2% | +9.2% | -3.9% | -1.0% |
| 3Y | +139.4% | +94.6% | +44.9% | +43.3% |
| All | +139.4% | +90.1% | +49.4% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling