+261.4%
IQM vs SPY
+171.6%
+89.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.3% |
| 7D | +7.0% | +2.6% | +4.4% | +3.7% |
| 30D | -14.4% | -2.0% | -12.4% | -11.5% |
| 3M | -21.9% | -2.8% | -19.2% | -18.3% |
| 6M | -23.3% | +2.1% | -25.5% | -23.9% |
| YTD | +0.4% | +11.5% | -11.1% | -9.9% |
| 1Y | +2.9% | +13.5% | -10.6% | -9.5% |
| 3Y | +92.7% | +77.7% | +15.0% | +3.4% |
| 5Y | +55.9% | +72.6% | -16.7% | -12.5% |
| All | +261.4% | +171.6% | +89.8% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling