+67.8%
ZETA vs IOT
+14.9%
+53.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.7% | -7.8% | -6.1% |
| 7D | +2.7% | -2.3% | +5.0% | +3.7% |
| 30D | +15.8% | +3.8% | +12.0% | +13.1% |
| 3M | +35.4% | +14.2% | +21.2% | +24.7% |
| 6M | +67.1% | +40.1% | +27.0% | +38.2% |
| YTD | +54.1% | +13.4% | +40.7% | +35.9% |
| 1Y | +67.8% | +12.2% | +55.7% | +53.1% |
| All | +67.8% | +14.9% | +53.0% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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