-47.7%
QS vs IRM
+394.8%
-442.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.6% |
| 7D | -5.0% | -1.8% | -3.1% | -3.8% |
| 30D | -18.3% | -7.8% | -10.5% | -13.9% |
| 3M | -26.0% | -7.9% | -18.1% | -22.4% |
| 6M | -24.0% | +6.3% | -30.4% | -27.2% |
| YTD | -50.3% | +38.2% | -88.4% | -60.5% |
| 1Y | -38.0% | +19.8% | -57.8% | -45.5% |
| 3Y | -24.6% | +98.8% | -123.4% | -59.6% |
| 5Y | -75.4% | +191.8% | -267.2% | -89.7% |
| All | -47.7% | +394.8% | -442.5% | -88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling