+875.9%
STX vs IOT
+55.2%
+820.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.6% |
| 7D | +9.6% | +5.1% | +4.5% | +8.9% |
| 30D | +10.6% | -3.0% | +13.6% | +10.9% |
| 3M | +4.8% | +15.0% | -10.2% | +1.7% |
| 6M | +137.3% | +13.1% | +124.1% | +129.2% |
| YTD | +222.5% | +9.0% | +213.5% | +210.8% |
| 1Y | +366.2% | +0.1% | +366.1% | +354.9% |
| 3Y | +1,352.9% | +26.4% | +1,326.5% | +1,219.6% |
| All | +875.9% | +55.2% | +820.6% | +678.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling