+7,256.1%
QLD vs IRM
+1,122.3%
+6,133.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -11.1% | -1.6% | -5.0% |
| 7D | -18.6% | -10.9% | -7.7% | -11.4% |
| 30D | -28.3% | -9.4% | -18.8% | -22.9% |
| 3M | -20.4% | -16.4% | -4.0% | -9.8% |
| 6M | -14.3% | -18.7% | +4.4% | -1.3% |
| YTD | +2.8% | +30.1% | -27.3% | -16.0% |
| 1Y | -1.2% | +8.5% | -9.8% | -8.8% |
| 3Y | +135.3% | +88.0% | +47.3% | +42.2% |
| 5Y | +62.6% | +167.6% | -105.0% | -22.7% |
| 10Y | +1,384.3% | +458.9% | +925.4% | +291.0% |
| All | +7,256.1% | +1,122.3% | +6,133.8% | +929.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling