-15.3%
ZBH vs IBN
+73.5%
-88.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -2.3% | +1.9% | -4.1% | -2.8% |
| 30D | +12.5% | +22.1% | -9.6% | +5.6% |
| 3M | +3.9% | +17.1% | -13.2% | -1.3% |
| 6M | +25.4% | +35.5% | -10.1% | +14.0% |
| YTD | +15.7% | +16.8% | -1.1% | +9.6% |
| 1Y | +15.2% | +12.4% | +2.8% | +10.4% |
| 3Y | +0.3% | +58.0% | -57.7% | -16.7% |
| All | -15.3% | +73.5% | -88.7% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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