+20.7%
IQDG vs SPY
+79.8%
-59.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.2% |
| 7D | -2.5% | -2.0% | -0.6% | -0.9% |
| 30D | -3.0% | -1.7% | -1.3% | -1.7% |
| 3M | +5.2% | +4.7% | +0.5% | +1.2% |
| 6M | +5.7% | +12.5% | -6.8% | -4.0% |
| YTD | +6.2% | +11.7% | -5.6% | -3.0% |
| 1Y | +13.0% | +17.5% | -4.5% | -0.8% |
| 3Y | +39.7% | +76.6% | -36.8% | -13.4% |
| 5Y | +20.7% | +82.0% | -61.3% | -28.0% |
| All | +20.7% | +79.8% | -59.1% | -28.0% |
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