+10.6%
IOT vs STLA
-53.0%
+63.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.8% | +0.3% | +4.0% |
| 7D | -0.5% | -0.6% | +0.2% | -0.5% |
| 30D | +1.0% | +3.6% | -2.6% | +1.0% |
| 3M | +10.9% | -20.6% | +31.6% | +11.5% |
| 6M | +39.9% | -34.3% | +74.2% | +39.5% |
| YTD | +20.8% | -57.3% | +78.1% | +25.5% |
| 1Y | +10.6% | -52.6% | +63.2% | +8.1% |
| All | +10.6% | -53.0% | +63.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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