+356.3%
IGV vs ZBH
-17.1%
+373.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | -5.4% | -6.6% | +1.2% | -3.3% |
| 30D | -2.6% | -4.9% | +2.3% | -1.1% |
| 3M | +10.5% | +5.1% | +5.4% | +8.1% |
| 6M | +18.2% | +1.3% | +16.8% | +16.4% |
| YTD | -4.2% | +3.4% | -7.6% | -6.5% |
| 1Y | -9.8% | -8.7% | -1.1% | -8.9% |
| 3Y | +39.1% | -21.2% | +60.3% | +45.2% |
| 5Y | +21.2% | -29.2% | +50.4% | +29.9% |
| All | +356.3% | -17.1% | +373.4% | +330.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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