+950.5%
IJR vs ZBH
+269.7%
+680.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -2.2% | -4.7% | +2.5% | -0.3% |
| 30D | -4.6% | -4.5% | -0.1% | -2.9% |
| 3M | +0.2% | +7.6% | -7.3% | -3.3% |
| 6M | +14.7% | +0.3% | +14.4% | +13.1% |
| YTD | +18.9% | +4.5% | +14.3% | +14.9% |
| 1Y | +19.9% | -9.4% | +29.3% | +21.8% |
| 3Y | +53.0% | -21.5% | +74.5% | +62.0% |
| 5Y | +40.9% | -28.4% | +69.3% | +52.6% |
| 10Y | +171.1% | -16.5% | +187.6% | +163.5% |
| All | +950.5% | +269.7% | +680.8% | +502.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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