+127.7%
IQDG vs SPY
+340.6%
-212.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | +0.6% | +0.5% | +0.1% | +0.2% |
| 30D | -1.5% | -0.9% | -0.5% | -0.7% |
| 3M | +5.9% | +3.9% | +2.0% | +2.7% |
| 6M | +8.6% | +14.5% | -6.0% | -2.4% |
| YTD | +8.2% | +12.9% | -4.7% | -1.6% |
| 1Y | +15.0% | +19.4% | -4.3% | +0.1% |
| 3Y | +42.5% | +78.5% | -36.0% | -10.5% |
| 5Y | +22.9% | +81.8% | -58.9% | -24.3% |
| 10Y | +116.0% | +311.5% | -195.5% | -28.5% |
| All | +127.7% | +340.6% | -212.9% | -28.6% |
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