+10.6%
IOT vs ZCMD
-99.9%
+110.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.1% | +4.1% |
| 7D | -0.5% | -13.3% | +12.9% | -0.8% |
| 30D | +1.0% | -49.6% | +50.6% | -0.7% |
| 3M | +10.9% | -54.6% | +65.5% | +9.1% |
| 6M | +39.9% | -99.8% | +139.7% | +24.7% |
| YTD | +20.8% | -99.9% | +120.6% | +11.3% |
| 1Y | +10.6% | -99.9% | +110.5% | +13.1% |
| All | +10.6% | -99.9% | +110.5% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling