+132.9%
IQM vs SPY
+76.5%
+56.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.1% |
| 7D | +5.7% | -0.4% | +6.0% | +6.3% |
| 30D | +1.5% | -1.4% | +2.9% | +3.9% |
| 3M | -3.8% | +3.7% | -7.5% | -8.8% |
| 6M | +17.1% | +13.0% | +4.1% | -2.5% |
| YTD | +23.5% | +12.4% | +11.1% | +4.0% |
| 1Y | +31.9% | +18.5% | +13.3% | +3.0% |
| All | +132.9% | +76.5% | +56.3% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling