+270.8%
IWM vs ZTS
+196.1%
+74.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.3% | +1.0% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | +0.6% | +11.0% | -10.4% | -3.7% |
| 3M | -6.2% | +10.9% | -17.2% | -10.5% |
| 6M | -0.8% | +0.9% | -1.7% | -2.6% |
| YTD | +14.8% | -33.0% | +47.7% | +31.1% |
| 1Y | +16.1% | -29.6% | +45.8% | +29.7% |
| 3Y | +71.5% | -49.0% | +120.6% | +114.5% |
| 5Y | +25.8% | -59.5% | +85.3% | +70.7% |
| 10Y | +155.4% | +77.0% | +78.4% | +97.3% |
| All | +270.8% | +196.1% | +74.7% | +141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling