+2.0%
IGV vs ZYBT
-57.8%
+59.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | -5.4% | -2.5% | -2.9% | -5.4% |
| 30D | -2.6% | -1.2% | -1.4% | -2.6% |
| 3M | +10.5% | +76.7% | -66.1% | +9.9% |
| 6M | +18.2% | +103.6% | -85.4% | +16.2% |
| YTD | -4.2% | +38.3% | -42.5% | -5.1% |
| 1Y | -9.8% | -84.7% | +74.9% | -7.0% |
| All | +2.0% | -57.8% | +59.9% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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