+105.9%
IVZ vs ZYBT
-57.3%
+163.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | +0.6% | -6.9% | +7.6% | +0.6% |
| 30D | +4.0% | -31.8% | +35.8% | +4.0% |
| 3M | +18.2% | +94.0% | -75.8% | +17.4% |
| 6M | +32.8% | +99.0% | -66.2% | +30.9% |
| YTD | +28.7% | +40.0% | -11.3% | +27.9% |
| 1Y | +55.4% | -79.5% | +134.9% | +60.9% |
| All | +105.9% | -57.3% | +163.2% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling