-24.7%
QS vs IRM
+102.2%
-126.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.2% |
| 7D | -4.2% | +3.0% | -7.2% | -5.8% |
| 30D | -15.7% | -5.2% | -10.5% | -13.3% |
| 3M | -28.7% | -8.0% | -20.7% | -25.7% |
| 6M | -23.2% | +9.2% | -32.4% | -26.4% |
| YTD | -49.9% | +41.0% | -90.9% | -58.0% |
| 1Y | -38.8% | +23.3% | -62.1% | -44.8% |
| All | -24.7% | +102.2% | -126.9% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling