+313.7%
IVV vs ZTS
+54.3%
+259.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.5% |
| 7D | +0.5% | -4.8% | +5.3% | +2.4% |
| 30D | -1.0% | +1.2% | -2.2% | -1.7% |
| 3M | +3.9% | -6.0% | +9.9% | +5.6% |
| 6M | +14.5% | -38.7% | +53.2% | +35.8% |
| YTD | +12.9% | -40.6% | +53.5% | +35.4% |
| 1Y | +19.4% | -50.6% | +70.0% | +54.0% |
| 3Y | +78.8% | -58.7% | +137.6% | +143.3% |
| 5Y | +82.2% | -62.8% | +145.0% | +155.6% |
| 10Y | +313.7% | +56.2% | +257.5% | +232.6% |
| All | +313.7% | +54.3% | +259.3% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 10y: compounded portfolio wealth divided by compounded ZTS 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…
10y analysis · Full analysis span regression · 6 months rolling