+164.1%
IDHQ vs SPY
+617.2%
-453.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | -3.7% | -2.0% | -1.7% | -2.0% |
| 30D | -3.9% | -1.7% | -2.3% | -2.5% |
| 3M | +10.7% | +4.7% | +6.0% | +6.3% |
| 6M | +19.9% | +12.5% | +7.4% | +8.5% |
| YTD | +26.3% | +11.7% | +14.5% | +15.1% |
| 1Y | +35.1% | +17.5% | +17.6% | +17.6% |
| 3Y | +76.5% | +76.6% | 0.0% | +5.7% |
| 5Y | +53.8% | +82.0% | -28.3% | -11.3% |
| 10Y | +172.4% | +317.1% | -144.8% | -29.8% |
| All | +164.1% | +617.2% | -453.0% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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