-42.6%
ZS vs IOT
-1.6%
-41.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -3.1% | -4.5% | +1.4% | -0.4% |
| 30D | -7.2% | -2.4% | -4.8% | -5.9% |
| 3M | +30.5% | +19.0% | +11.5% | +15.1% |
| 6M | +7.0% | +19.6% | -12.7% | -5.1% |
| YTD | -26.8% | +8.3% | -35.1% | -34.0% |
| 1Y | -42.6% | -0.8% | -41.8% | -47.3% |
| All | -42.6% | -1.6% | -41.0% | -47.3% |
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