-28.7%
ZBH vs IFF
-35.8%
+7.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.3% |
| 7D | -4.7% | -3.2% | -1.5% | -4.0% |
| 30D | -4.5% | -0.3% | -4.2% | -4.4% |
| 3M | +7.6% | +8.4% | -0.9% | +5.4% |
| 6M | +0.3% | +23.0% | -22.8% | -5.2% |
| YTD | +4.5% | +25.5% | -20.9% | -2.0% |
| 1Y | -9.4% | +29.1% | -38.4% | -15.8% |
| 3Y | -21.5% | +31.7% | -53.1% | -29.0% |
| All | -28.7% | -35.8% | +7.1% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling