+261.6%
IWM vs ZTS
+185.1%
+76.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +2.3% |
| 7D | -2.0% | -0.4% | -1.6% | -2.1% |
| 30D | -1.5% | +11.7% | -13.2% | -6.0% |
| 3M | -8.0% | +3.5% | -11.5% | -9.9% |
| 6M | -4.1% | -27.6% | +23.5% | +6.2% |
| YTD | +11.9% | -35.5% | +47.4% | +29.7% |
| 1Y | +15.0% | -32.1% | +47.1% | +30.2% |
| 3Y | +64.2% | -49.1% | +113.3% | +104.8% |
| 5Y | +20.4% | -61.0% | +81.4% | +65.9% |
| 10Y | +168.0% | +74.4% | +93.6% | +108.6% |
| All | +261.6% | +185.1% | +76.5% | +139.3% |
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