-94.3%
IQ vs SPY
+226.6%
-321.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.8% |
| 7D | +0.2% | -0.6% | +0.8% | +0.6% |
| 30D | -13.5% | -3.7% | -9.8% | -10.0% |
| 3M | -35.1% | -2.7% | -32.4% | -33.3% |
| 6M | -26.5% | +2.2% | -28.7% | -28.5% |
| YTD | -54.1% | +10.8% | -64.9% | -59.4% |
| 1Y | -59.9% | +11.2% | -71.1% | -64.7% |
| 3Y | -81.7% | +76.5% | -158.2% | -90.6% |
| 5Y | -89.3% | +72.9% | -162.3% | -94.2% |
| All | -94.3% | +226.6% | -321.0% | -98.4% |
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