+1.6%
ZBH vs IRE
-98.1%
+99.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.4% | +13.1% | -1.7% |
| 7D | -2.3% | -31.8% | +29.6% | -3.2% |
| 30D | +12.5% | -71.8% | +84.2% | +9.6% |
| 3M | +3.9% | -88.9% | +92.8% | -0.5% |
| 6M | +25.4% | -95.4% | +120.8% | +20.1% |
| YTD | +15.7% | -94.2% | +109.9% | +14.2% |
| 1Y | +15.2% | -97.1% | +112.3% | +9.2% |
| All | +1.6% | -98.1% | +99.7% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling