+2.3%
IP vs ZYBT
-42.3%
+44.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.5% |
| 7D | +3.4% | -3.5% | +6.9% | +3.4% |
| 30D | +11.2% | +15.1% | -3.9% | +11.3% |
| 3M | -14.8% | +7.0% | -21.8% | -14.6% |
| 6M | +17.3% | +37.7% | -20.4% | +22.1% |
| YTD | -6.2% | +19.1% | -25.3% | -2.6% |
| 1Y | +2.3% | -38.3% | +40.6% | +10.4% |
| All | +2.3% | -42.3% | +44.7% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling