+98.8%
IVZ vs ZYBT
-57.8%
+156.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | -2.4% | -2.5% | +0.1% | -2.4% |
| 30D | +2.5% | -1.2% | +3.7% | +2.5% |
| 3M | +17.1% | +76.7% | -59.6% | +16.6% |
| 6M | +35.1% | +103.6% | -68.4% | +33.0% |
| YTD | +24.3% | +38.3% | -14.0% | +23.5% |
| 1Y | +48.7% | -84.7% | +133.4% | +55.4% |
| All | +98.8% | -57.8% | +156.7% | +89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling