-22.4%
ZBH vs IAG
+796.9%
-819.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.3% |
| 7D | -6.6% | -4.1% | -2.5% | -6.5% |
| 30D | -4.9% | +10.6% | -15.6% | -5.1% |
| 3M | +5.1% | +35.4% | -30.3% | +4.7% |
| 6M | +1.3% | -9.5% | +10.9% | +1.3% |
| YTD | +3.4% | +21.8% | -18.5% | +3.2% |
| 1Y | -8.7% | +84.1% | -92.8% | -8.7% |
| All | -22.4% | +796.9% | -819.2% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling