+140.6%
IQDF vs SPY
+491.3%
-350.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | -2.0% | -2.7% | +0.7% | +0.1% |
| 30D | -4.1% | -5.4% | +1.3% | +0.2% |
| 3M | -5.5% | -4.1% | -1.4% | -2.3% |
| 6M | -2.3% | +0.7% | -3.0% | -2.8% |
| YTD | +11.6% | +8.7% | +3.0% | +4.7% |
| 1Y | +17.3% | +10.9% | +6.4% | +8.3% |
| 3Y | +78.4% | +75.0% | +3.4% | +13.3% |
| 5Y | +63.7% | +67.8% | -4.1% | +6.4% |
| 10Y | +141.4% | +312.9% | -171.5% | -31.2% |
| All | +140.6% | +491.3% | -350.7% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling