+30.7%
IVZ vs ZYBT
-42.3%
+73.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +1.9% | +4.2% |
| 7D | +2.6% | -3.5% | +6.2% | +2.7% |
| 30D | -3.5% | +15.1% | -18.6% | -3.5% |
| 3M | -7.4% | +7.0% | -14.4% | -7.4% |
| 6M | +14.7% | +37.7% | -23.0% | +15.9% |
| YTD | +14.6% | +19.1% | -4.5% | +16.6% |
| 1Y | +30.7% | -38.3% | +69.0% | +39.7% |
| All | +30.7% | -42.3% | +73.0% | +39.7% |
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