+4.8%
IFF vs ZYBT
-58.9%
+63.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.5% |
| 7D | -3.2% | -3.7% | +0.6% | -3.2% |
| 30D | -0.3% | 0.0% | -0.3% | -0.3% |
| 3M | +8.4% | +72.2% | -63.8% | +9.4% |
| 6M | +23.0% | +103.1% | -80.1% | +23.5% |
| YTD | +25.5% | +34.8% | -9.3% | +26.5% |
| 1Y | +29.1% | -83.2% | +112.2% | +33.2% |
| All | +4.8% | -58.9% | +63.7% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling