+66.7%
IQDF vs SPY
+74.0%
-7.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +1.9% | +3.3% | -1.3% | -0.4% |
| 30D | -2.8% | -2.7% | -0.2% | -0.9% |
| 3M | -4.7% | -1.7% | -3.0% | -3.5% |
| 6M | -0.1% | +3.1% | -3.2% | -2.1% |
| YTD | +13.5% | +11.9% | +1.6% | +5.2% |
| 1Y | +15.9% | +12.0% | +3.9% | +7.4% |
| 3Y | +81.6% | +78.2% | +3.4% | +21.5% |
| 5Y | +66.7% | +73.2% | -6.6% | +12.3% |
| All | +66.7% | +74.0% | -7.4% | +12.3% |
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