-80.5%
IQ vs SPY
+75.1%
-155.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.3% | +6.2% | +6.2% |
| 7D | +16.2% | -2.7% | +18.9% | +19.8% |
| 30D | -5.4% | -5.4% | 0.0% | +0.7% |
| 3M | -25.6% | -4.1% | -21.5% | -22.1% |
| 6M | -22.0% | +0.7% | -22.7% | -22.7% |
| YTD | -50.0% | +8.7% | -58.7% | -54.7% |
| 1Y | -55.6% | +10.9% | -66.4% | -60.6% |
| 3Y | -80.5% | +75.0% | -155.5% | -90.1% |
| All | -80.5% | +75.1% | -155.6% | -90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling