-98.3%
IQST vs VT
+57.0%
-155.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -10.0% | +2.4% | -12.4% | -11.0% |
| 30D | -22.2% | -1.5% | -20.7% | -21.6% |
| 3M | -38.3% | -4.1% | -34.2% | -37.1% |
| 6M | -42.2% | +0.6% | -42.8% | -42.6% |
| YTD | -75.0% | +11.0% | -86.0% | -76.3% |
| 1Y | -83.8% | +13.3% | -97.1% | -84.7% |
| 3Y | -94.8% | +73.4% | -168.2% | -96.0% |
| All | -98.3% | +57.0% | -155.3% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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