+161.6%
IQDF vs SPY
+517.8%
-356.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +2.5% | +0.1% | +2.4% | +2.4% |
| 3M | +5.0% | +2.0% | +3.0% | +3.4% |
| 6M | +12.7% | +13.0% | -0.3% | +2.5% |
| YTD | +21.4% | +13.5% | +7.8% | +10.0% |
| 1Y | +33.1% | +20.0% | +13.1% | +15.5% |
| 3Y | +92.6% | +77.2% | +15.4% | +21.1% |
| 5Y | +74.9% | +81.9% | -7.0% | +6.4% |
| 10Y | +151.9% | +314.1% | -162.2% | -27.8% |
| All | +161.6% | +517.8% | -356.2% | -47.8% |
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