+56.5%
IOT vs STT
+142.6%
-86.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +5.1% | +1.0% | +4.1% | +4.5% |
| 30D | -3.0% | +2.8% | -5.8% | -4.8% |
| 3M | +15.0% | +18.1% | -3.2% | +2.3% |
| 6M | +13.1% | +59.2% | -46.1% | -18.2% |
| YTD | +9.0% | +51.5% | -42.4% | -19.1% |
| 1Y | +0.1% | +75.7% | -75.5% | -32.8% |
| 3Y | +26.4% | +200.8% | -174.3% | -42.8% |
| All | +56.5% | +142.6% | -86.2% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling