-28.7%
ZBH vs IAG
+820.9%
-849.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | -4.7% | -1.1% | -3.6% | -4.6% |
| 30D | -4.5% | +12.1% | -16.6% | -4.9% |
| 3M | +7.6% | +25.5% | -18.0% | +6.5% |
| 6M | +0.3% | -7.1% | +7.4% | +0.2% |
| YTD | +4.5% | +22.9% | -18.3% | +3.2% |
| 1Y | -9.4% | +83.3% | -92.7% | -12.0% |
| 3Y | -21.5% | +808.5% | -830.0% | -32.5% |
| All | -28.7% | +820.9% | -849.6% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling