+62.6%
IOT vs Z
-44.7%
+107.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +3.3% |
| 7D | +2.8% | -3.3% | +6.0% | +4.2% |
| 30D | -1.8% | -3.7% | +1.9% | -0.4% |
| 3M | +17.9% | -7.0% | +24.9% | +21.4% |
| 6M | +13.5% | -29.5% | +43.1% | +34.0% |
| YTD | +13.3% | -52.6% | +65.8% | +62.9% |
| 1Y | -3.3% | -64.0% | +60.7% | +59.6% |
| 3Y | +31.3% | -36.4% | +67.8% | +47.2% |
| All | +62.6% | -44.7% | +107.2% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling