+56.2%
IQM vs SPY
+72.1%
-16.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.2% |
| 7D | +7.0% | +2.6% | +4.4% | +3.0% |
| 30D | -14.4% | -2.0% | -12.4% | -11.0% |
| 3M | -21.9% | -2.8% | -19.2% | -17.7% |
| 6M | -23.3% | +2.1% | -25.5% | -24.1% |
| YTD | +0.4% | +11.5% | -11.1% | -12.1% |
| 1Y | +2.9% | +13.5% | -10.6% | -12.1% |
| 3Y | +92.7% | +77.7% | +15.0% | -10.1% |
| All | +56.2% | +72.1% | -16.0% | -20.8% |
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 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