-99.6%
IQST vs SPY
+207.0%
-306.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | -6.4% | -0.6% | -5.8% | -6.4% |
| 30D | -24.0% | -3.7% | -20.4% | -24.1% |
| 3M | -32.5% | -2.7% | -29.7% | -32.5% |
| 6M | -40.6% | +2.2% | -42.8% | -40.5% |
| YTD | -72.9% | +10.8% | -83.7% | -72.8% |
| 1Y | -83.3% | +11.2% | -94.6% | -83.3% |
| 3Y | -94.4% | +76.5% | -170.9% | -94.2% |
| 5Y | -97.6% | +72.9% | -170.6% | -97.6% |
| All | -99.6% | +207.0% | -306.7% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling