-47.5%
ZM vs IOT
+61.2%
-108.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.8% |
| 7D | +1.6% | +2.8% | -1.2% | +0.7% |
| 30D | -7.7% | -1.8% | -5.9% | -7.3% |
| 3M | -4.7% | +17.9% | -22.5% | -10.0% |
| 6M | +24.4% | +13.5% | +10.9% | +18.0% |
| YTD | +11.8% | +13.3% | -1.5% | +4.6% |
| 1Y | +13.4% | -3.3% | +16.7% | +10.4% |
| 3Y | +33.8% | +31.3% | +2.5% | +8.4% |
| All | -47.5% | +61.2% | -108.8% | -69.7% |
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