-10.6%
INQQ vs SPY
+81.2%
-91.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.2% |
| 7D | -1.4% | -0.8% | -0.6% | -0.9% |
| 30D | +0.5% | -1.1% | +1.6% | +1.2% |
| 3M | +16.1% | +3.9% | +12.3% | +13.7% |
| 6M | +13.7% | +13.6% | +0.1% | +5.8% |
| YTD | -5.9% | +12.7% | -18.6% | -12.1% |
| 1Y | -12.9% | +17.5% | -30.4% | -20.5% |
| 3Y | +10.3% | +76.9% | -66.6% | -20.3% |
| All | -10.6% | +81.2% | -91.8% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling