-89.8%
IQ vs SPY
+81.8%
-171.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.5% | +12.4% | +12.7% |
| 7D | +8.8% | +0.5% | +8.3% | +7.8% |
| 30D | -26.0% | -0.9% | -25.1% | -24.9% |
| 3M | -6.3% | +3.9% | -10.2% | -11.6% |
| 6M | -31.7% | +14.5% | -46.2% | -44.7% |
| YTD | -48.7% | +12.9% | -61.7% | -57.6% |
| 1Y | -63.8% | +19.4% | -83.2% | -72.6% |
| 3Y | -78.7% | +78.5% | -157.2% | -92.1% |
| 5Y | -89.8% | +81.8% | -171.5% | -95.9% |
| All | -89.8% | +81.8% | -171.5% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling