+90.3%
ZETA vs IOT
+8.2%
+82.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +0.3% |
| 7D | -5.0% | -0.5% | -4.5% | -4.8% |
| 30D | -3.3% | +1.0% | -4.3% | -4.1% |
| 3M | +31.0% | +10.9% | +20.1% | +21.8% |
| 6M | +72.2% | +39.9% | +32.3% | +39.7% |
| YTD | +56.2% | +20.8% | +35.4% | +29.6% |
| 1Y | +90.3% | +10.6% | +79.7% | +62.6% |
| All | +90.3% | +8.2% | +82.1% | +62.6% |
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