+515.4%
IVV vs ZTS
+185.1%
+330.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.5% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | -5.4% | +11.7% | -17.1% | -9.3% |
| 3M | -4.1% | +3.5% | -7.5% | -5.9% |
| 6M | +0.7% | -27.6% | +28.4% | +10.5% |
| YTD | +8.7% | -35.5% | +44.2% | +24.3% |
| 1Y | +11.0% | -32.1% | +43.1% | +24.1% |
| 3Y | +75.4% | -49.1% | +124.5% | +113.1% |
| 5Y | +68.3% | -61.0% | +129.4% | +124.8% |
| 10Y | +315.5% | +74.4% | +241.2% | +230.0% |
| All | +515.4% | +185.1% | +330.3% | +326.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling