+171.7%
IWM vs ZTS
+56.2%
+115.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.2% |
| 7D | -1.1% | -3.8% | +2.6% | +0.4% |
| 30D | -3.1% | -2.0% | -1.1% | -2.6% |
| 3M | +2.2% | -10.2% | +12.4% | +6.1% |
| 6M | +15.1% | -39.4% | +54.5% | +39.2% |
| YTD | +18.6% | -40.8% | +59.4% | +44.7% |
| 1Y | +24.0% | -50.1% | +74.1% | +62.6% |
| 3Y | +63.7% | -58.9% | +122.6% | +130.1% |
| 5Y | +38.2% | -62.4% | +100.6% | +98.6% |
| 10Y | +171.7% | +58.8% | +112.9% | +115.5% |
| All | +171.7% | +56.2% | +115.5% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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