-86.0%
IQST vs SPY
+18.8%
-104.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | 0.0% |
| 7D | -0.9% | -0.4% | -0.5% | -0.4% |
| 30D | -22.9% | -1.4% | -21.5% | -21.6% |
| 3M | -18.7% | +3.7% | -22.4% | -23.9% |
| 6M | -55.6% | +13.0% | -68.6% | -65.7% |
| YTD | -69.0% | +12.4% | -81.4% | -75.8% |
| 1Y | -86.0% | +18.5% | -104.5% | -89.9% |
| All | -86.0% | +18.8% | -104.8% | -89.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling