+290.1%
IWM vs ZTS
+170.4%
+119.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.1% | -2.0% | +2.1% | +0.9% |
| 30D | -1.3% | +1.9% | -3.2% | -2.4% |
| 3M | +1.6% | -4.0% | +5.6% | +2.4% |
| 6M | +13.6% | -39.1% | +52.7% | +35.5% |
| YTD | +20.8% | -38.8% | +59.6% | +43.5% |
| 1Y | +26.4% | -49.6% | +76.0% | +62.1% |
| 3Y | +60.7% | -59.0% | +119.7% | +120.8% |
| 5Y | +38.2% | -61.8% | +99.9% | +92.0% |
| 10Y | +169.5% | +61.4% | +108.0% | +116.6% |
| All | +290.1% | +170.4% | +119.8% | +164.7% |
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 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