+18.4%
IWM vs ZTS
-29.2%
+47.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.5% |
| 7D | +1.4% | +5.6% | -4.2% | +0.7% |
| 30D | +2.3% | +12.1% | -9.8% | +1.1% |
| 3M | -8.3% | +11.3% | -19.6% | -9.4% |
| 6M | -1.3% | +14.3% | -15.6% | -3.1% |
| YTD | +13.5% | -31.9% | +45.4% | +24.0% |
| 1Y | +18.4% | -29.3% | +47.7% | +27.7% |
| All | +18.4% | -29.2% | +47.6% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling