-75.6%
QS vs IRM
+190.5%
-266.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.1% |
| 7D | -4.2% | +3.0% | -7.2% | -6.3% |
| 30D | -15.7% | -5.2% | -10.5% | -12.5% |
| 3M | -28.7% | -8.0% | -20.7% | -24.8% |
| 6M | -23.2% | +9.2% | -32.4% | -28.1% |
| YTD | -49.9% | +41.0% | -90.9% | -61.6% |
| 1Y | -38.8% | +23.3% | -62.1% | -48.0% |
| 3Y | -24.0% | +102.8% | -126.9% | -64.7% |
| 5Y | -75.6% | +192.8% | -268.4% | -91.4% |
| All | -75.6% | +190.5% | -266.1% | -91.4% |
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