-30.3%
IP vs ZYBT
-58.4%
+28.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.4% | -5.1% |
| 7D | -4.6% | -3.7% | -0.9% | -4.6% |
| 30D | -15.3% | -12.8% | -2.5% | -15.3% |
| 3M | +2.7% | +76.2% | -73.5% | +5.3% |
| 6M | -7.4% | +109.3% | -116.7% | -6.6% |
| YTD | -8.8% | +36.5% | -45.4% | -6.8% |
| 1Y | -22.4% | -84.0% | +61.6% | -15.2% |
| All | -30.3% | -58.4% | +28.1% | -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 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