+81.1%
IEMG vs ZTS
-59.2%
+140.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -0.9% | -4.5% | +3.6% | -0.3% |
| 30D | +2.1% | -3.3% | +5.4% | +2.5% |
| 3M | +4.6% | -9.7% | +14.3% | +6.0% |
| 6M | +14.0% | -38.8% | +52.9% | +23.5% |
| YTD | +22.3% | -41.2% | +63.5% | +33.5% |
| 1Y | +30.7% | -50.3% | +81.0% | +47.1% |
| All | +81.1% | -59.2% | +140.3% | +112.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling