+166.4%
IWM vs ZBH
-16.2%
+182.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -2.4% | -4.7% | +2.3% | -0.5% |
| 30D | -4.6% | -4.5% | -0.1% | -2.9% |
| 3M | -0.3% | +7.6% | -7.9% | -4.0% |
| 6M | +14.7% | +0.3% | +14.4% | +13.1% |
| YTD | +17.8% | +4.5% | +13.3% | +13.8% |
| 1Y | +21.2% | -9.4% | +30.6% | +23.2% |
| 3Y | +62.3% | -21.5% | +83.8% | +72.4% |
| 5Y | +38.7% | -28.4% | +67.1% | +51.0% |
| All | +166.4% | -16.2% | +182.5% | +154.6% |
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