-99.6%
IQST vs VT
+140.1%
-239.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.1% | -6.2% |
| 7D | -13.3% | -4.2% | -9.1% | -13.2% |
| 30D | -23.8% | -5.8% | -18.0% | -23.7% |
| 3M | -28.7% | -5.2% | -23.5% | -28.7% |
| 6M | -46.5% | +0.1% | -46.7% | -46.5% |
| YTD | -73.5% | +8.2% | -81.8% | -73.6% |
| 1Y | -85.2% | +10.1% | -95.3% | -85.2% |
| 3Y | -95.0% | +69.7% | -164.6% | -94.8% |
| 5Y | -97.8% | +53.4% | -151.1% | -97.8% |
| All | -99.6% | +140.1% | -239.8% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling