-66.8%
ZTS vs IOT
+54.4%
-121.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -4.5% | -0.8% | -3.7% | -4.4% |
| 30D | -3.3% | -4.7% | +1.4% | -2.9% |
| 3M | -9.7% | +17.8% | -27.5% | -11.7% |
| 6M | -38.8% | +16.8% | -55.7% | -40.5% |
| YTD | -41.2% | +8.4% | -49.6% | -42.6% |
| 1Y | -50.3% | -0.8% | -49.5% | -51.1% |
| 3Y | -59.1% | +25.7% | -84.9% | -62.5% |
| All | -66.8% | +54.4% | -121.2% | -72.4% |
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