+55.4%
IOT vs STZ
-43.5%
+98.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -4.5% | -4.5% | -0.1% | -3.5% |
| 30D | -2.4% | -8.6% | +6.2% | -0.3% |
| 3M | +19.0% | -13.8% | +32.7% | +23.3% |
| 6M | +19.6% | -17.2% | +36.8% | +24.0% |
| YTD | +8.3% | -9.4% | +17.6% | +6.3% |
| 1Y | -0.8% | -11.9% | +11.1% | -1.5% |
| 3Y | +24.4% | -49.6% | +74.0% | +57.9% |
| All | +55.4% | -43.5% | +98.9% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling