+41.1%
IGV vs ZTS
-59.1%
+100.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.1% | -1.4% |
| 7D | -3.3% | -4.8% | +1.5% | -2.7% |
| 30D | 0.0% | +1.2% | -1.3% | -0.3% |
| 3M | +7.3% | -6.0% | +13.4% | +8.0% |
| 6M | +16.7% | -38.7% | +55.5% | +25.8% |
| YTD | -2.8% | -40.6% | +37.8% | +5.4% |
| 1Y | -6.7% | -50.6% | +43.9% | +5.8% |
| 3Y | +41.1% | -58.7% | +99.9% | +66.8% |
| All | +41.1% | -59.1% | +100.2% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling