+24.6%
IOT vs STZ
-49.0%
+73.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -0.8% | -4.1% | +3.3% | -0.5% |
| 30D | -4.7% | -7.6% | +2.9% | -4.2% |
| 3M | +17.8% | -12.3% | +30.1% | +18.6% |
| 6M | +16.8% | -16.3% | +33.1% | +17.6% |
| YTD | +8.4% | -8.4% | +16.8% | +5.7% |
| 1Y | -0.8% | -10.8% | +10.0% | -2.6% |
| All | +24.6% | -49.0% | +73.6% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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