+676.8%
IGV vs ZTS
+196.5%
+480.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -1.3% | -7.4% | +6.1% | +1.9% |
| 30D | -8.1% | +9.9% | -18.0% | -12.2% |
| 3M | -1.6% | +10.3% | -12.0% | -6.4% |
| 6M | +12.7% | +9.2% | +3.6% | +6.8% |
| YTD | -3.3% | -32.9% | +29.6% | +11.3% |
| 1Y | -7.9% | -29.7% | +21.8% | +3.3% |
| 3Y | +40.3% | -49.0% | +89.3% | +77.1% |
| 5Y | +17.3% | -59.3% | +76.6% | +64.4% |
| 10Y | +362.3% | +78.9% | +283.3% | +252.7% |
| All | +676.8% | +196.5% | +480.4% | +406.1% |
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