+277.8%
ZETA vs IOT
+61.2%
+216.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -2.4% | +2.8% | -5.2% | -3.7% |
| 30D | +15.6% | -1.8% | +17.4% | +16.3% |
| 3M | +41.5% | +17.9% | +23.6% | +31.1% |
| 6M | +63.4% | +13.5% | +49.9% | +54.1% |
| YTD | +51.3% | +13.3% | +38.0% | +40.7% |
| 1Y | +65.8% | -3.3% | +69.1% | +64.1% |
| 3Y | +279.2% | +31.3% | +247.8% | +211.4% |
| All | +277.8% | +61.2% | +216.5% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling