-75.0%
QS vs IRE
-97.8%
+22.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -13.5% | +5.7% | -5.4% |
| 7D | -5.6% | +11.1% | -16.7% | -8.8% |
| 30D | -5.8% | -75.2% | +69.3% | +13.8% |
| 3M | -39.2% | -86.4% | +47.2% | -19.9% |
| 6M | -53.9% | -94.8% | +40.9% | -32.9% |
| YTD | -62.8% | -93.3% | +30.5% | -55.8% |
| 1Y | -73.5% | -97.5% | +24.0% | -62.5% |
| All | -75.0% | -97.8% | +22.8% | -65.0% |
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