+55.6%
IOT vs Z
-46.6%
+102.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +0.9% |
| 7D | -0.8% | -11.6% | +10.8% | +5.6% |
| 30D | -4.7% | -8.5% | +3.8% | -0.8% |
| 3M | +17.8% | -7.9% | +25.7% | +21.9% |
| 6M | +16.8% | -29.1% | +45.9% | +37.4% |
| YTD | +8.4% | -54.2% | +62.6% | +58.9% |
| 1Y | -0.8% | -63.5% | +62.7% | +62.4% |
| 3Y | +25.7% | -38.6% | +64.4% | +43.6% |
| All | +55.6% | -46.6% | +102.2% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling