+3.9%
ZBH vs IRE
-97.2%
+101.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +39.6% | -40.8% | 0.0% |
| 7D | +11.7% | -27.2% | +38.9% | +11.3% |
| 30D | +19.3% | -75.1% | +94.4% | +16.1% |
| 3M | +8.9% | -77.9% | +86.8% | +6.2% |
| 6M | +28.2% | -94.6% | +122.7% | +23.7% |
| YTD | +18.4% | -91.5% | +109.9% | +18.0% |
| 1Y | +20.6% | -97.8% | +118.4% | +7.4% |
| All | +3.9% | -97.2% | +101.2% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling