-46.4%
ZS vs IOT
+54.1%
-100.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -3.1% | -4.5% | +1.4% | -1.1% |
| 30D | -7.2% | -2.4% | -4.8% | -6.2% |
| 3M | +30.5% | +19.0% | +11.5% | +19.7% |
| 6M | +7.0% | +19.6% | -12.7% | -0.4% |
| YTD | -26.8% | +8.3% | -35.1% | -29.8% |
| 1Y | -42.6% | -0.8% | -41.8% | -43.4% |
| 3Y | -0.3% | +24.4% | -24.7% | -19.9% |
| All | -46.4% | +54.1% | -100.6% | -69.1% |
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