+6.0%
IOT vs ZYBT
-37.3%
+43.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.0% |
| 7D | -1.3% | -3.5% | +2.2% | -1.3% |
| 30D | -1.6% | +24.3% | -25.9% | -1.6% |
| 3M | +6.1% | -41.5% | +47.6% | +6.1% |
| 6M | +34.9% | +58.6% | -23.7% | +34.5% |
| YTD | +15.9% | +20.0% | -4.1% | +15.0% |
| 1Y | +6.0% | -35.2% | +41.2% | +11.2% |
| All | +6.0% | -37.3% | +43.3% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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