-70.6%
QS vs IRE
-97.3%
+26.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.5% | +9.3% | +7.2% |
| 7D | +13.7% | -15.5% | +29.2% | +13.1% |
| 30D | -0.2% | -70.4% | +70.2% | +17.5% |
| 3M | -24.8% | -81.6% | +56.8% | -6.4% |
| 6M | -39.4% | -94.7% | +55.3% | -12.0% |
| YTD | -56.1% | -91.8% | +35.6% | -49.5% |
| 1Y | -72.5% | -97.6% | +25.1% | -59.7% |
| All | -70.6% | -97.3% | +26.8% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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