-47.3%
ZS vs IOT
+61.2%
-108.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -9.2% | +2.8% | -12.0% | -10.5% |
| 30D | -4.0% | -1.8% | -2.2% | -3.2% |
| 3M | +25.3% | +17.9% | +7.4% | +15.5% |
| 6M | -1.3% | +13.5% | -14.8% | -6.2% |
| YTD | -28.0% | +13.3% | -41.3% | -32.3% |
| 1Y | -42.5% | -3.3% | -39.2% | -42.8% |
| 3Y | +0.7% | +31.3% | -30.6% | -21.0% |
| All | -47.3% | +61.2% | -108.5% | -70.1% |
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 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