+125.2%
IEMG vs ZTS
+162.3%
-37.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.0% | +1.0% |
| 7D | +2.8% | -4.8% | +7.6% | +4.3% |
| 30D | +4.6% | +1.2% | +3.4% | +4.0% |
| 3M | +5.5% | -6.0% | +11.5% | +6.8% |
| 6M | +19.7% | -38.7% | +58.4% | +37.5% |
| YTD | +25.5% | -40.6% | +66.1% | +45.5% |
| 1Y | +35.5% | -50.6% | +86.1% | +66.3% |
| 3Y | +88.0% | -58.7% | +146.7% | +140.5% |
| 5Y | +50.6% | -62.8% | +113.4% | +96.2% |
| 10Y | +138.4% | +56.2% | +82.2% | +89.5% |
| All | +125.2% | +162.3% | -37.1% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling