-66.5%
ZTS vs IOT
+61.2%
-127.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.8% | -3.0% |
| 7D | -4.8% | +2.8% | -7.6% | -5.1% |
| 30D | +1.2% | -1.8% | +3.0% | +1.3% |
| 3M | -6.0% | +17.9% | -23.9% | -8.1% |
| 6M | -38.7% | +13.5% | -52.3% | -40.1% |
| YTD | -40.6% | +13.3% | -53.9% | -42.3% |
| 1Y | -50.6% | -3.3% | -47.3% | -51.2% |
| 3Y | -58.7% | +31.3% | -90.1% | -62.3% |
| All | -66.5% | +61.2% | -127.8% | -72.3% |
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 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