Get a Series of benchmark returns from IEX associated with `symbol`.
    Default is `SPY`.

    Parameters
    ----------
    symbol : str
        Benchmark symbol for which we're getting the returns.

    The data is provided by IEX (https://iextrading.com/), and we can
    get up to 5 years worth of data.

def get_benchmark_returns(symbol):
    """
    Get a Series of benchmark returns from IEX associated with `symbol`.
    Default is `SPY`.

    Parameters
    ----------
    symbol : str
        Benchmark symbol for which we're getting the returns.

    The data is provided by IEX (https://iextrading.com/), and we can
    get up to 5 years worth of data.
    """
    r = requests.get(
        'https://api.iextrading.com/1.0/stock/{}/chart/5y'.format(symbol)
    )
    data = r.json()

    df = pd.DataFrame(data)

    df.index = pd.DatetimeIndex(df['date'])
    df = df['close']

    return df.sort_index().tz_localize('UTC').pct_change(1).iloc[1:]