-29.3%
IP vs ZYBT
-59.2%
+29.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -1.1% |
| 7D | 0.0% | +14.9% | -14.9% | +0.1% |
| 30D | +9.4% | -11.0% | +20.4% | +9.4% |
| 3M | -14.1% | -14.4% | +0.4% | -14.1% |
| 6M | +9.2% | +62.1% | -52.9% | +12.3% |
| YTD | -7.5% | +33.9% | -41.5% | -5.4% |
| 1Y | -2.8% | -25.6% | +22.8% | +1.5% |
| All | -29.3% | -59.2% | +29.9% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling