+157.1%
ZBH vs IAG
+377.5%
-220.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | -0.1% | +28.9% | -29.0% | -1.4% |
| 3M | +13.4% | +19.1% | -5.7% | +12.1% |
| 6M | +3.0% | -10.3% | +13.2% | +3.0% |
| YTD | +9.7% | +24.2% | -14.5% | +7.7% |
| 1Y | -5.4% | +116.5% | -121.9% | -9.9% |
| 3Y | -15.6% | +742.8% | -758.4% | -26.5% |
| 5Y | -28.1% | +753.3% | -781.5% | -38.7% |
| 10Y | -15.2% | +403.2% | -418.4% | -28.8% |
| All | +157.1% | +377.5% | -220.4% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling