+9.3%
STM vs IOT
+61.4%
-52.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.9% | +1.1% |
| 7D | +5.8% | -2.3% | +8.1% | +6.2% |
| 30D | -1.0% | +3.8% | -4.8% | -1.9% |
| 3M | -33.3% | +14.2% | -47.4% | -35.7% |
| 6M | +57.4% | +40.1% | +17.2% | +41.6% |
| YTD | +102.2% | +13.4% | +88.8% | +90.3% |
| 1Y | +99.6% | +12.2% | +87.4% | +86.9% |
| 3Y | +14.5% | +30.0% | -15.5% | -2.5% |
| All | +9.3% | +61.4% | -52.1% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling