-18.3%
ZBH vs IAG
+423.2%
-441.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.2% |
| 7D | -6.6% | -4.1% | -2.5% | -6.4% |
| 30D | -4.9% | +10.6% | -15.6% | -5.3% |
| 3M | +5.1% | +35.4% | -30.3% | +3.8% |
| 6M | +1.3% | -9.5% | +10.9% | +1.4% |
| YTD | +3.4% | +21.8% | -18.5% | +2.2% |
| 1Y | -8.7% | +84.1% | -92.8% | -11.2% |
| 3Y | -21.2% | +817.4% | -838.6% | -29.7% |
| 5Y | -29.2% | +830.1% | -859.3% | -38.2% |
| All | -18.3% | +423.2% | -441.5% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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