+22.1%
IP vs ZBH
+3.8%
+18.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -2.8% | -2.4% | -0.3% | -2.1% |
| 30D | +9.2% | +16.6% | -7.4% | +4.6% |
| 3M | -16.1% | +10.8% | -27.0% | -18.7% |
| 6M | +9.6% | +35.8% | -26.2% | +0.4% |
| YTD | -8.8% | +20.5% | -29.3% | -14.2% |
| 1Y | -5.5% | +22.7% | -28.2% | -11.5% |
| All | +22.1% | +3.8% | +18.3% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling