+44.5%
IQLT vs SPY
+81.8%
-37.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | +0.8% | +0.5% | +0.2% | +0.4% |
| 30D | -0.8% | -0.9% | +0.2% | -0.1% |
| 3M | +7.1% | +3.9% | +3.2% | +3.9% |
| 6M | +11.4% | +14.5% | -3.1% | +0.4% |
| YTD | +14.5% | +12.9% | +1.6% | +4.3% |
| 1Y | +20.1% | +19.4% | +0.8% | +4.9% |
| 3Y | +60.4% | +78.5% | -18.1% | +0.9% |
| 5Y | +44.5% | +81.8% | -37.3% | -11.6% |
| All | +44.5% | +81.8% | -37.3% | -11.6% |
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 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