-98.0%
IRE vs ZYBT
-41.9%
-56.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | 0.0% | -14.4% | -14.4% |
| 7D | -31.8% | 0.0% | -31.8% | -31.9% |
| 30D | -71.8% | -2.0% | -69.8% | -71.7% |
| 3M | -88.9% | -2.0% | -86.9% | -89.0% |
| 6M | -95.4% | +56.4% | -151.8% | -96.4% |
| YTD | -94.2% | +30.4% | -124.7% | -95.6% |
| 1Y | -97.1% | -30.2% | -66.9% | -97.5% |
| All | -98.0% | -41.9% | -56.2% | -98.3% |
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