+21.1%
STM vs IOT
+30.1%
-8.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +5.2% | +2.8% | +2.4% | +4.7% |
| 30D | -7.4% | -1.8% | -5.6% | -7.2% |
| 3M | -30.6% | +17.9% | -48.5% | -32.7% |
| 6M | +66.4% | +13.5% | +52.8% | +61.0% |
| YTD | +101.1% | +13.3% | +87.9% | +92.9% |
| 1Y | +97.4% | -3.3% | +100.7% | +95.2% |
| 3Y | +21.1% | +31.3% | -10.2% | +6.9% |
| All | +21.1% | +30.1% | -8.9% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling