+305.7%
ZBH vs IBN
+5,043.7%
-4,738.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -2.3% | +1.9% | -4.1% | -2.6% |
| 30D | +12.5% | +22.1% | -9.6% | +8.7% |
| 3M | +3.9% | +17.1% | -13.2% | +1.1% |
| 6M | +25.4% | +35.5% | -10.1% | +19.1% |
| YTD | +15.7% | +16.8% | -1.1% | +12.5% |
| 1Y | +15.2% | +12.4% | +2.8% | +12.7% |
| 3Y | +0.3% | +58.0% | -57.7% | -7.9% |
| 5Y | -16.1% | +73.7% | -89.8% | -24.5% |
| 10Y | +17.8% | +385.6% | -367.7% | -12.7% |
| All | +305.7% | +5,043.7% | -4,738.1% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling