-83.7%
IRE vs ZYBT
-37.6%
-46.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.2% | +15.2% | +14.0% |
| 7D | +54.8% | -6.9% | +61.7% | +55.2% |
| 30D | +18.4% | -31.8% | +50.2% | +19.9% |
| 3M | -66.7% | +94.0% | -160.7% | -75.3% |
| 6M | -52.3% | +99.0% | -151.3% | -66.6% |
| YTD | -52.3% | +40.0% | -92.3% | -63.2% |
| All | -83.7% | -37.6% | -46.1% | -86.0% |
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