-30.2%
IP vs ZYBT
-59.7%
+29.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | -2.8% | +10.9% | -13.7% | -2.8% |
| 30D | +9.2% | -10.1% | +19.3% | +9.2% |
| 3M | -16.1% | -5.6% | -10.5% | -16.1% |
| 6M | +9.6% | +52.5% | -42.9% | +12.9% |
| YTD | -8.8% | +32.2% | -41.0% | -6.7% |
| 1Y | -5.5% | -28.3% | +22.8% | -1.3% |
| All | -30.2% | -59.7% | +29.4% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling