-97.6%
IQST vs VT
+57.4%
-155.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.5% |
| 7D | +6.3% | +0.4% | +5.9% | +6.1% |
| 30D | -23.2% | -2.6% | -20.6% | -22.1% |
| 3M | -24.6% | -3.2% | -21.4% | -23.5% |
| 6M | -39.9% | +0.9% | -40.9% | -40.5% |
| YTD | -72.5% | +11.3% | -83.9% | -74.1% |
| 1Y | -83.4% | +14.0% | -97.4% | -84.5% |
| 3Y | -94.6% | +75.8% | -170.4% | -95.9% |
| 5Y | -97.6% | +57.8% | -155.5% | -97.7% |
| All | -97.6% | +57.4% | -155.0% | -97.7% |
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