+262.4%
ZBH vs IFF
+417.6%
-155.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -6.6% | -2.8% | -3.8% | -5.6% |
| 30D | -4.9% | -1.1% | -3.8% | -4.6% |
| 3M | +5.1% | +13.8% | -8.7% | -0.1% |
| 6M | +1.3% | +16.7% | -15.3% | -5.8% |
| YTD | +3.4% | +26.1% | -22.8% | -7.0% |
| 1Y | -8.7% | +33.5% | -42.2% | -19.9% |
| 3Y | -21.2% | +31.6% | -52.8% | -32.5% |
| 5Y | -29.2% | -34.9% | +5.7% | -23.1% |
| 10Y | -17.5% | -20.3% | +2.8% | -22.0% |
| All | +262.4% | +417.6% | -155.2% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling