+102.4%
STX vs IOT
+5.2%
+97.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +14.6% | +0.9% | +13.7% | +14.7% |
| 30D | -26.0% | +1.4% | -27.3% | -25.8% |
| 3M | -42.6% | +0.5% | -43.2% | -42.3% |
| 6M | -35.3% | +50.3% | -85.6% | -31.8% |
| YTD | +92.5% | +16.7% | +75.8% | +117.9% |
| 1Y | +102.4% | +6.8% | +95.6% | +136.6% |
| All | +102.4% | +5.2% | +97.2% | +136.6% |
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 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