-90.0%
QS vs IRM
+188.8%
-278.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.9% | -9.8% | -9.2% |
| 7D | -5.6% | +8.6% | -14.2% | -11.2% |
| 30D | -5.8% | 0.0% | -5.8% | -6.2% |
| 3M | -39.2% | -7.1% | -32.0% | -36.3% |
| 6M | -53.9% | -7.9% | -46.0% | -51.4% |
| YTD | -62.8% | +41.3% | -104.1% | -71.8% |
| 1Y | -73.5% | +20.7% | -94.2% | -77.4% |
| 3Y | -29.1% | +112.2% | -141.2% | -69.6% |
| 5Y | -90.0% | +191.2% | -281.2% | -97.0% |
| All | -90.0% | +188.8% | -278.8% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling