-7.4%
IP vs ZYBT
+106.6%
-114.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +6.4% |
| 6M | -7.4% | +109.3% | -116.7% | -4.7% |
| All | -7.4% | +106.6% | -114.0% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling