+363.6%
IGV vs ZTS
+80.8%
+282.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +2.3% | +5.6% | -3.2% | -0.2% |
| 30D | -6.0% | +12.1% | -18.1% | -11.3% |
| 3M | -4.8% | +11.3% | -16.1% | -10.2% |
| 6M | +14.2% | +14.3% | -0.1% | +5.3% |
| YTD | -4.2% | -31.9% | +27.6% | +11.0% |
| 1Y | -5.3% | -29.3% | +24.0% | +7.2% |
| 3Y | +38.8% | -48.0% | +86.8% | +77.4% |
| 5Y | +14.2% | -58.9% | +73.1% | +66.8% |
| All | +363.6% | +80.8% | +282.8% | +193.9% |
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