+835.5%
STX vs IOT
+61.4%
+774.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.7% | +2.6% | +5.9% |
| 7D | +2.4% | -2.3% | +4.7% | +2.6% |
| 30D | +1.4% | +3.8% | -2.4% | +0.7% |
| 3M | -8.2% | +14.2% | -22.4% | -10.7% |
| 6M | +127.0% | +40.1% | +86.9% | +111.2% |
| YTD | +209.1% | +13.4% | +195.8% | +196.5% |
| 1Y | +365.4% | +12.2% | +353.3% | +345.0% |
| 3Y | +1,135.4% | +30.0% | +1,105.4% | +1,019.0% |
| All | +835.5% | +61.4% | +774.1% | +643.2% |
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