-84.5%
IRE vs ZYBT
-38.4%
-46.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.3% | -9.1% | -7.9% |
| 7D | +7.9% | -2.5% | +10.4% | +8.0% |
| 30D | +9.3% | -1.2% | +10.5% | +9.2% |
| 3M | -52.3% | +76.7% | -129.0% | -63.8% |
| 6M | -38.5% | +103.6% | -142.1% | -57.8% |
| YTD | -54.8% | +38.3% | -93.1% | -65.2% |
| All | -84.5% | -38.4% | -46.2% | -86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling