-94.7%
IQ vs SPY
+228.6%
-323.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -6.9% |
| 7D | -13.7% | +2.6% | -16.3% | -16.3% |
| 30D | -12.9% | -2.0% | -11.0% | -11.1% |
| 3M | -39.1% | -2.8% | -36.3% | -37.2% |
| 6M | -29.8% | +2.1% | -32.0% | -31.6% |
| YTD | -56.9% | +11.5% | -68.4% | -62.1% |
| 1Y | -60.8% | +13.5% | -74.2% | -66.2% |
| 3Y | -83.0% | +77.7% | -160.7% | -91.4% |
| 5Y | -90.9% | +72.6% | -163.5% | -95.0% |
| All | -94.7% | +228.6% | -323.3% | -98.5% |
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 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