+337.9%
IQM vs SPY
+176.6%
+161.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.3% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -2.3% | +0.1% | -2.4% | -2.3% |
| 3M | -12.1% | +2.0% | -14.1% | -13.5% |
| 6M | +14.6% | +13.0% | +1.6% | -0.1% |
| YTD | +21.7% | +13.5% | +8.1% | +5.6% |
| 1Y | +33.6% | +20.0% | +13.6% | +9.1% |
| 3Y | +123.2% | +77.2% | +46.0% | +18.8% |
| 5Y | +106.9% | +81.9% | +25.0% | +8.9% |
| All | +337.9% | +176.6% | +161.3% | +54.8% |
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 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