-32.5%
STX vs IOT
+40.3%
-72.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.6% |
| 7D | +16.8% | +0.6% | +16.3% | +16.9% |
| 30D | -27.0% | +0.1% | -27.2% | -26.9% |
| 3M | -37.9% | +5.0% | -42.9% | -36.4% |
| 6M | -32.5% | +47.0% | -79.5% | -24.0% |
| All | -32.5% | +40.3% | -72.8% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling