+150.9%
IP vs ZBH
+287.8%
-136.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | -5.3% | -2.8% | -2.5% | -4.1% |
| 30D | -10.9% | -0.1% | -10.8% | -10.8% |
| 3M | +11.2% | +13.4% | -2.3% | +5.1% |
| 6M | -10.2% | +3.0% | -13.2% | -12.3% |
| YTD | -2.0% | +9.7% | -11.6% | -7.0% |
| 1Y | -19.1% | -5.4% | -13.7% | -18.8% |
| 3Y | +20.9% | -15.6% | +36.4% | +24.7% |
| 5Y | -17.8% | -28.1% | +10.3% | -10.6% |
| 10Y | +23.5% | -15.2% | +38.8% | +17.0% |
| All | +150.9% | +287.8% | -136.9% | +21.8% |
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