+55.4%
IOT vs STT
+143.1%
-87.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -4.5% | -0.4% | -4.1% | -4.3% |
| 30D | -2.4% | +1.7% | -4.2% | -3.6% |
| 3M | +19.0% | +17.9% | +1.1% | +6.1% |
| 6M | +19.6% | +55.3% | -35.6% | -11.9% |
| YTD | +8.3% | +52.7% | -44.4% | -20.0% |
| 1Y | -0.8% | +75.7% | -76.5% | -33.4% |
| 3Y | +24.4% | +197.9% | -173.5% | -43.3% |
| All | +55.4% | +143.1% | -87.7% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling