-0.6%
IOT vs STT
+77.0%
-77.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.8% | -1.4% | +0.6% | -0.5% |
| 30D | -4.7% | +2.2% | -6.8% | -5.1% |
| 3M | +17.8% | +18.8% | -1.1% | +11.4% |
| 6M | +16.8% | +57.9% | -41.1% | -3.9% |
| YTD | +8.4% | +51.0% | -42.6% | -10.1% |
| All | -0.6% | +77.0% | -77.6% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling