+83.3%
IAG vs ZYBT
-79.2%
+162.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +0.8% |
| 7D | -1.1% | -3.7% | +2.7% | -1.1% |
| 30D | +12.1% | 0.0% | +12.1% | +12.1% |
| 3M | +25.5% | +72.2% | -46.7% | +27.9% |
| 6M | -7.1% | +103.1% | -110.3% | -6.5% |
| YTD | +22.9% | +34.8% | -11.9% | +25.4% |
| 1Y | +83.3% | -83.2% | +166.5% | +93.9% |
| All | +83.3% | -79.2% | +162.6% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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