-82.0%
IRE vs ZYBT
-38.8%
-43.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -1.9% | +12.1% | +10.3% |
| 7D | +58.9% | -4.2% | +63.1% | +59.1% |
| 30D | +17.2% | -16.4% | +33.6% | +17.8% |
| 3M | -58.6% | +82.9% | -141.5% | -68.9% |
| 6M | -23.5% | +110.7% | -134.1% | -48.7% |
| YTD | -47.4% | +37.4% | -84.8% | -59.5% |
| All | -82.0% | -38.8% | -43.2% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling