+694.6%
IGV vs ZTS
+170.4%
+524.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -4.5% | -2.0% | -2.5% | -3.7% |
| 30D | +3.2% | +1.9% | +1.3% | +1.9% |
| 3M | +4.5% | -4.0% | +8.5% | +5.5% |
| 6M | +22.1% | -39.1% | +61.2% | +47.8% |
| YTD | -1.0% | -38.8% | +37.8% | +19.2% |
| 1Y | -2.1% | -49.6% | +47.5% | +28.5% |
| 3Y | +44.6% | -59.0% | +103.6% | +103.9% |
| 5Y | +22.2% | -61.8% | +83.9% | +76.5% |
| 10Y | +364.7% | +61.4% | +303.3% | +271.9% |
| All | +694.6% | +170.4% | +524.3% | +441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling