+140.8%
IEMG vs ZTS
+58.7%
+82.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -1.3% | -3.7% | +2.5% | -0.1% |
| 30D | +1.9% | -0.8% | +2.7% | +2.0% |
| 3M | +1.4% | -9.7% | +11.1% | +4.1% |
| 6M | +15.2% | -38.4% | +53.6% | +32.8% |
| YTD | +23.8% | -41.1% | +64.9% | +45.0% |
| 1Y | +30.7% | -50.6% | +81.3% | +62.1% |
| 3Y | +83.3% | -59.1% | +142.4% | +138.6% |
| 5Y | +48.8% | -62.7% | +111.5% | +97.0% |
| All | +140.8% | +58.7% | +82.1% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 10y: compounded portfolio wealth divided by compounded ZTS 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…
10y analysis · Full analysis span regression · 6 months rolling