+357.7%
IGV vs ZTS
+58.7%
+299.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | -2.9% | -3.7% | +0.8% | -1.2% |
| 30D | -1.5% | -0.8% | -0.7% | -1.4% |
| 3M | +11.7% | -9.7% | +21.4% | +16.1% |
| 6M | +18.4% | -38.4% | +56.8% | +44.4% |
| YTD | -3.9% | -41.1% | +37.2% | +19.6% |
| 1Y | -9.7% | -50.6% | +41.0% | +22.7% |
| 3Y | +38.4% | -59.1% | +97.6% | +101.2% |
| 5Y | +21.6% | -62.7% | +84.3% | +84.3% |
| All | +357.7% | +58.7% | +299.0% | +254.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling