-21.3%
IT vs ZYBT
-83.2%
+62.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.6% |
| 7D | -6.0% | -6.9% | +0.9% | -6.0% |
| 30D | 0.0% | -31.8% | +31.8% | 0.0% |
| 3M | +13.1% | +94.0% | -80.9% | +12.2% |
| 6M | +11.7% | +99.0% | -87.3% | +10.8% |
| YTD | -26.1% | +40.0% | -66.1% | -26.9% |
| 1Y | -21.3% | -79.5% | +58.3% | -23.5% |
| All | -21.3% | -83.2% | +62.0% | -23.5% |
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