+5.7%
IP vs ZBH
+26.8%
-21.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -5.1% | +11.7% | -16.8% | -7.9% |
| 30D | +8.5% | +19.3% | -10.8% | +3.0% |
| 3M | -13.8% | +8.9% | -22.8% | -15.7% |
| 6M | +5.7% | +28.2% | -22.4% | +0.4% |
| All | +5.7% | +26.8% | -21.1% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling