-0.8%
IOT vs STLA
-40.1%
+39.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -0.4% |
| 7D | -4.5% | -2.9% | -1.6% | -4.2% |
| 30D | -2.4% | +0.9% | -3.4% | -2.5% |
| 3M | +19.0% | -21.6% | +40.6% | +21.1% |
| 6M | +19.6% | -21.6% | +41.3% | +20.6% |
| YTD | +8.3% | -50.4% | +58.7% | +18.3% |
| 1Y | -0.8% | -43.6% | +42.8% | +3.1% |
| All | -0.8% | -40.1% | +39.3% | +3.1% |
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