+143.5%
IWM vs ZBH
+17.7%
+125.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | +1.4% | -2.3% | +3.7% | +2.4% |
| 30D | +2.3% | +12.5% | -10.2% | -3.0% |
| 3M | -8.3% | +3.9% | -12.2% | -10.4% |
| 6M | -1.3% | +25.4% | -26.8% | -11.7% |
| YTD | +13.5% | +15.7% | -2.2% | +4.3% |
| 1Y | +18.4% | +15.2% | +3.2% | +8.9% |
| 3Y | +69.6% | +0.3% | +69.3% | +60.4% |
| 5Y | +23.3% | -16.1% | +39.3% | +25.2% |
| All | +143.5% | +17.7% | +125.8% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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