+275.0%
ZETA vs IOT
+54.4%
+220.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -6.5% | -0.8% | -5.7% | -6.3% |
| 30D | +4.8% | -4.7% | +9.5% | +6.9% |
| 3M | +53.3% | +17.8% | +35.6% | +42.1% |
| 6M | +66.8% | +16.8% | +50.0% | +55.6% |
| YTD | +50.2% | +8.4% | +41.7% | +42.3% |
| 1Y | +62.0% | -0.8% | +62.8% | +59.1% |
| 3Y | +276.4% | +25.7% | +250.6% | +215.0% |
| All | +275.0% | +54.4% | +220.6% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling