+24.6%
IOT vs Z
-39.0%
+63.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +0.8% |
| 7D | -0.8% | -11.6% | +10.8% | +4.9% |
| 30D | -4.7% | -8.5% | +3.8% | -1.1% |
| 3M | +17.8% | -7.9% | +25.7% | +21.5% |
| 6M | +16.8% | -29.1% | +45.9% | +35.0% |
| YTD | +8.4% | -54.2% | +62.6% | +52.6% |
| 1Y | -0.8% | -63.5% | +62.7% | +54.1% |
| All | +24.6% | -39.0% | +63.6% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling