-66.6%
IQ vs SPY
+18.8%
-85.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.6% |
| 7D | +8.5% | -0.4% | +8.8% | +8.9% |
| 30D | -31.4% | -1.4% | -30.0% | -30.1% |
| 3M | -10.3% | +3.7% | -14.0% | -14.1% |
| 6M | -30.4% | +13.0% | -43.4% | -40.4% |
| YTD | -51.4% | +12.4% | -63.8% | -58.1% |
| 1Y | -66.6% | +18.5% | -85.1% | -70.4% |
| All | -66.6% | +18.8% | -85.3% | -70.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling