+132.6%
IP vs ZBH
+318.7%
-186.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | -5.1% | +11.7% | -16.8% | -9.8% |
| 30D | +8.5% | +19.3% | -10.8% | +0.1% |
| 3M | -13.8% | +8.9% | -22.8% | -17.6% |
| 6M | +5.7% | +28.2% | -22.4% | -6.1% |
| YTD | -9.1% | +18.4% | -27.5% | -17.2% |
| 1Y | -0.8% | +20.6% | -21.4% | -10.4% |
| 3Y | +14.8% | -0.6% | +15.4% | +9.8% |
| 5Y | -11.5% | -19.7% | +8.2% | -8.6% |
| 10Y | +27.9% | +14.7% | +13.2% | +5.6% |
| All | +132.6% | +318.7% | -186.0% | +8.5% |
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 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