+65.4%
IEFA vs ZBH
-20.7%
+86.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | -1.6% | -4.7% | +3.1% | -1.0% |
| 30D | -1.5% | -4.5% | +3.0% | -0.9% |
| 3M | +3.4% | +7.6% | -4.2% | +2.1% |
| 6M | +9.5% | +0.3% | +9.2% | +9.1% |
| YTD | +13.0% | +4.5% | +8.5% | +11.8% |
| 1Y | +18.0% | -9.4% | +27.4% | +18.9% |
| 3Y | +65.4% | -21.5% | +86.8% | +72.9% |
| All | +65.4% | -20.7% | +86.1% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 3y: compounded portfolio wealth divided by compounded ZBH 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…
3y analysis · Full analysis span regression · 6 months rolling