+40.1%
IWM vs ZBH
-31.2%
+71.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | +0.8% |
| 7D | +1.4% | -5.2% | +6.6% | +3.2% |
| 30D | -2.3% | -2.4% | +0.1% | -1.6% |
| 3M | +4.0% | +8.3% | -4.3% | +0.6% |
| 6M | +17.9% | +0.7% | +17.3% | +16.6% |
| YTD | +20.2% | +5.3% | +14.9% | +16.6% |
| 1Y | +25.0% | -9.1% | +34.0% | +27.0% |
| 3Y | +66.0% | -19.7% | +85.7% | +75.2% |
| All | +40.1% | -31.2% | +71.4% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling