-26.7%
ZTS vs IOT
+8.2%
-34.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.1% | +3.3% | +7.3% |
| 7D | +15.4% | -0.5% | +15.9% | +15.4% |
| 30D | +25.8% | +1.0% | +24.8% | +25.6% |
| 3M | +18.1% | +10.9% | +7.2% | +17.6% |
| 6M | -19.7% | +39.9% | -59.6% | -20.5% |
| YTD | -27.5% | +20.8% | -48.3% | -29.2% |
| 1Y | -26.7% | +10.6% | -37.3% | -29.5% |
| All | -26.7% | +8.2% | -34.9% | -29.5% |
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