-32.9%
IQMX vs SPY
+30.5%
-63.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -5.0% |
| 7D | -14.1% | +2.6% | -16.7% | -16.3% |
| 30D | -29.9% | -2.0% | -27.9% | -28.0% |
| 3M | -31.4% | -2.8% | -28.6% | -29.2% |
| 6M | -40.2% | +2.1% | -42.4% | -39.4% |
| YTD | -34.1% | +11.5% | -45.5% | -33.8% |
| 1Y | -34.9% | +13.5% | -48.4% | -34.7% |
| All | -32.9% | +30.5% | -63.4% | -32.1% |
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