-14.8%
IP vs ZBH
-15.0%
+0.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.2% |
| 7D | -0.9% | -2.1% | +1.3% | -0.2% |
| 30D | +6.7% | +13.6% | -6.9% | +2.0% |
| 3M | -16.6% | +7.1% | -23.7% | -18.8% |
| 6M | +6.0% | +26.1% | -20.1% | -2.6% |
| YTD | -10.7% | +17.2% | -27.9% | -16.5% |
| 1Y | -6.7% | +17.4% | -24.1% | -12.8% |
| 3Y | +17.1% | +2.0% | +15.1% | +11.5% |
| All | -14.8% | -15.0% | +0.2% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling