+9,127.5%
QLD vs IRM
+1,243.5%
+7,884.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.8% |
| 7D | +0.6% | -0.5% | +1.0% | +0.8% |
| 30D | -0.1% | -8.1% | +7.9% | +5.6% |
| 3M | -8.4% | -9.7% | +1.3% | -2.2% |
| 6M | +32.2% | +10.0% | +22.2% | +22.5% |
| YTD | +28.9% | +43.0% | -14.1% | -1.6% |
| 1Y | +43.8% | +32.7% | +11.2% | +14.4% |
| 3Y | +176.6% | +102.7% | +73.9% | +58.1% |
| 5Y | +121.6% | +187.6% | -66.0% | -0.5% |
| 10Y | +1,652.9% | +420.1% | +1,232.8% | +383.7% |
| All | +9,127.5% | +1,243.5% | +7,884.0% | +1,105.3% |
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 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