-0.8%
IP vs ZBH
+24.0%
-24.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -5.1% | +11.7% | -16.8% | -7.7% |
| 30D | +8.5% | +19.3% | -10.8% | +3.6% |
| 3M | -13.8% | +8.9% | -22.8% | -15.8% |
| 6M | +5.7% | +28.2% | -22.4% | -0.7% |
| YTD | -9.1% | +18.4% | -27.5% | -15.0% |
| 1Y | -0.8% | +20.6% | -21.4% | -8.4% |
| All | -0.8% | +24.0% | -24.8% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling