+45.8%
IFF vs ZYBT
-42.3%
+88.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -4.9% |
| 7D | -3.3% | -3.5% | +0.2% | -3.3% |
| 30D | +5.3% | +15.1% | -9.8% | +5.3% |
| 3M | +8.9% | +7.0% | +1.9% | +8.9% |
| 6M | +26.3% | +37.7% | -11.3% | +28.4% |
| YTD | +32.2% | +19.1% | +13.0% | +35.2% |
| 1Y | +45.8% | -38.3% | +84.0% | +49.7% |
| All | +45.8% | -42.3% | +88.1% | +49.7% |
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