+7.9%
STM vs IOT
+55.2%
-47.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.1% |
| 7D | +1.7% | +5.1% | -3.4% | +0.6% |
| 30D | -5.2% | -3.0% | -2.1% | -4.8% |
| 3M | -29.6% | +15.0% | -44.6% | -32.3% |
| 6M | +54.4% | +13.1% | +41.2% | +46.9% |
| YTD | +99.5% | +9.0% | +90.5% | +89.2% |
| 1Y | +100.8% | +0.1% | +100.6% | +93.5% |
| 3Y | +20.2% | +26.4% | -6.3% | +2.8% |
| All | +7.9% | +55.2% | -47.3% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling