+553.2%
IYR vs ZBH
+269.7%
+283.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.4% |
| 7D | -1.4% | -4.7% | +3.3% | +0.4% |
| 30D | -2.7% | -4.5% | +1.8% | -1.1% |
| 3M | -2.1% | +7.6% | -9.7% | -5.2% |
| 6M | +3.6% | +0.3% | +3.3% | +2.4% |
| YTD | +8.1% | +4.5% | +3.6% | +4.9% |
| 1Y | +4.7% | -9.4% | +14.1% | +6.5% |
| 3Y | +29.1% | -21.5% | +50.6% | +36.3% |
| 5Y | +6.9% | -28.4% | +35.3% | +15.0% |
| 10Y | +69.0% | -16.5% | +85.5% | +60.9% |
| All | +553.2% | +269.7% | +283.5% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling