+55.4%
IOT vs Z
-44.4%
+99.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -2.2% |
| 7D | -4.5% | -6.0% | +1.5% | -1.6% |
| 30D | -2.4% | -2.3% | -0.2% | -1.9% |
| 3M | +19.0% | -0.6% | +19.6% | +18.3% |
| 6M | +19.6% | -27.6% | +47.3% | +39.2% |
| YTD | +8.3% | -52.4% | +60.6% | +55.3% |
| 1Y | -0.8% | -63.6% | +62.8% | +62.6% |
| 3Y | +24.4% | -36.4% | +60.8% | +39.3% |
| All | +55.4% | -44.4% | +99.8% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling