-8.4%
QXO vs IRM
+919.9%
-928.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.4% |
| 7D | -7.8% | -1.4% | -6.4% | -7.4% |
| 30D | -18.1% | -7.4% | -10.7% | -16.4% |
| 3M | -25.8% | -7.4% | -18.4% | -24.3% |
| 6M | -41.7% | +8.7% | -50.4% | -43.0% |
| YTD | -36.2% | +40.9% | -77.1% | -41.8% |
| 1Y | -42.1% | +20.5% | -62.6% | -45.0% |
| 3Y | -46.2% | +101.7% | -147.9% | -56.9% |
| 5Y | -70.7% | +197.7% | -268.4% | -78.8% |
| 10Y | +36.5% | +439.5% | -402.9% | -17.7% |
| All | -8.4% | +919.9% | -928.3% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling