+34.5%
QXO vs IRM
+440.8%
-406.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.5% |
| 7D | -7.8% | -1.4% | -6.4% | -7.3% |
| 30D | -18.1% | -7.4% | -10.7% | -16.1% |
| 3M | -25.8% | -7.4% | -18.4% | -24.1% |
| 6M | -41.7% | +8.7% | -50.4% | -43.2% |
| YTD | -36.2% | +40.9% | -77.1% | -42.6% |
| 1Y | -42.1% | +20.5% | -62.6% | -45.5% |
| 3Y | -46.2% | +101.7% | -147.9% | -58.4% |
| 5Y | -70.7% | +197.7% | -268.4% | -79.9% |
| All | +34.5% | +440.8% | -406.3% | -35.5% |
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 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