+150.9%
IQLT vs SPY
+318.9%
-168.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | -2.7% | -2.0% | -0.7% | -1.2% |
| 30D | -2.8% | -1.7% | -1.1% | -1.5% |
| 3M | +5.4% | +4.7% | +0.6% | +1.6% |
| 6M | +8.4% | +12.5% | -4.1% | -1.1% |
| YTD | +12.1% | +11.7% | +0.4% | +2.9% |
| 1Y | +18.2% | +17.5% | +0.7% | +4.3% |
| 3Y | +57.0% | +76.6% | -19.5% | -0.4% |
| 5Y | +42.1% | +82.0% | -40.0% | -12.6% |
| All | +150.9% | +318.9% | -168.0% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling