+99.1%
STM vs IOT
-1.6%
+100.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -1.4% | -4.5% | +3.1% | -1.4% |
| 30D | -4.9% | -2.4% | -2.5% | -4.9% |
| 3M | -34.0% | +19.0% | -53.0% | -34.1% |
| 6M | +51.8% | +19.6% | +32.2% | +51.3% |
| YTD | +99.4% | +8.3% | +91.1% | +103.2% |
| 1Y | +99.1% | -0.8% | +99.9% | +106.5% |
| All | +99.1% | -1.6% | +100.7% | +106.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling