+66.9%
IYR vs ZBH
-16.2%
+83.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.4% |
| 7D | -1.4% | -4.7% | +3.3% | +0.2% |
| 30D | -2.7% | -4.5% | +1.8% | -1.2% |
| 3M | -2.1% | +7.6% | -9.7% | -4.9% |
| 6M | +3.6% | +0.3% | +3.3% | +2.6% |
| YTD | +8.1% | +4.5% | +3.6% | +5.3% |
| 1Y | +4.7% | -9.4% | +14.1% | +6.4% |
| 3Y | +29.1% | -21.5% | +50.6% | +36.1% |
| 5Y | +6.9% | -28.4% | +35.3% | +14.5% |
| All | +66.9% | -16.2% | +83.1% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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