+270.3%
ZETA vs IOT
+54.1%
+216.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -3.7% | -4.5% | +0.8% | -1.8% |
| 30D | +5.7% | -2.4% | +8.1% | +6.7% |
| 3M | +50.4% | +19.0% | +31.5% | +38.8% |
| 6M | +65.5% | +19.6% | +45.8% | +52.9% |
| YTD | +48.3% | +8.3% | +40.0% | +40.7% |
| 1Y | +45.4% | -0.8% | +46.2% | +42.8% |
| 3Y | +270.8% | +24.4% | +246.4% | +211.7% |
| All | +270.3% | +54.1% | +216.2% | +136.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling