+24.6%
IOT vs STT
+194.3%
-169.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.8% | -1.4% | +0.6% | 0.0% |
| 30D | -4.7% | +2.2% | -6.8% | -5.9% |
| 3M | +17.8% | +18.8% | -1.1% | +5.3% |
| 6M | +16.8% | +57.9% | -41.1% | -14.3% |
| YTD | +8.4% | +51.0% | -42.6% | -18.6% |
| 1Y | -0.8% | +77.1% | -77.9% | -33.7% |
| All | +24.6% | +194.3% | -169.7% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling