+756.5%
IWM vs ZBH
+272.6%
+483.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | +1.2% |
| 7D | +1.4% | -5.2% | +6.6% | +3.7% |
| 30D | -2.3% | -2.4% | +0.1% | -1.4% |
| 3M | +4.0% | +8.3% | -4.3% | -0.2% |
| 6M | +17.9% | +0.7% | +17.3% | +16.0% |
| YTD | +20.2% | +5.3% | +14.9% | +15.6% |
| 1Y | +25.0% | -9.1% | +34.0% | +26.7% |
| 3Y | +66.0% | -19.7% | +85.7% | +73.9% |
| 5Y | +40.0% | -31.3% | +71.3% | +54.8% |
| 10Y | +166.9% | -18.9% | +185.8% | +161.6% |
| All | +756.5% | +272.6% | +483.9% | +380.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling