-28.4%
QS vs IRM
+34.4%
-62.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | -0.6% |
| 7D | -2.3% | -0.5% | -1.9% | -2.1% |
| 30D | -0.7% | -8.1% | +7.4% | +4.9% |
| 3M | -39.6% | -9.7% | -30.0% | -35.5% |
| 6M | -21.7% | +10.0% | -31.7% | -26.7% |
| YTD | -47.4% | +43.0% | -90.4% | -59.6% |
| 1Y | -28.4% | +32.7% | -61.0% | -26.5% |
| All | -28.4% | +34.4% | -62.8% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling