-21.5%
ZBH vs IFF
+29.0%
-50.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | -4.7% | -3.2% | -1.5% | -4.1% |
| 30D | -4.5% | -0.3% | -4.2% | -4.4% |
| 3M | +7.6% | +8.4% | -0.9% | +5.9% |
| 6M | +0.3% | +23.0% | -22.8% | -4.2% |
| YTD | +4.5% | +25.5% | -20.9% | -0.8% |
| 1Y | -9.4% | +29.1% | -38.4% | -14.5% |
| 3Y | -21.5% | +31.7% | -53.1% | -29.7% |
| All | -21.5% | +29.0% | -50.5% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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