+217.1%
IQDY vs SPY
+511.5%
-294.4%
-39.6%
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 | +1.2% | -0.4% | +1.6% | +1.5% |
| 30D | +1.5% | -1.4% | +2.9% | +2.7% |
| 3M | +6.5% | +3.7% | +2.8% | +3.5% |
| 6M | +16.5% | +13.0% | +3.5% | +5.7% |
| YTD | +22.0% | +12.4% | +9.6% | +11.3% |
| 1Y | +34.7% | +18.5% | +16.1% | +17.7% |
| 3Y | +100.3% | +77.6% | +22.7% | +25.2% |
| 5Y | +83.4% | +81.7% | +1.7% | +11.8% |
| 10Y | +194.8% | +319.7% | -124.8% | -8.7% |
| All | +217.1% | +511.5% | -294.4% | -19.3% |
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