+341.9%
IQM vs SPY
+174.5%
+167.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +0.7% |
| 7D | +0.9% | -0.8% | +1.7% | +1.9% |
| 30D | -3.7% | -1.1% | -2.7% | -2.4% |
| 3M | -6.9% | +3.9% | -10.8% | -10.7% |
| 6M | +15.3% | +13.6% | +1.7% | -0.2% |
| YTD | +22.8% | +12.7% | +10.1% | +7.7% |
| 1Y | +29.0% | +17.5% | +11.5% | +8.0% |
| 3Y | +131.7% | +76.9% | +54.8% | +23.7% |
| 5Y | +111.2% | +83.6% | +27.6% | +10.5% |
| All | +341.9% | +174.5% | +167.4% | +57.8% |
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