+0.3%
ZBH vs IRM
+112.1%
-111.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -2.3% | +6.8% | -9.0% | -3.2% |
| 30D | +12.5% | +2.6% | +9.9% | +12.0% |
| 3M | +3.9% | -9.5% | +13.4% | +5.3% |
| 6M | +25.4% | -8.5% | +33.9% | +26.7% |
| YTD | +15.7% | +40.3% | -24.6% | +8.1% |
| 1Y | +15.2% | +28.7% | -13.5% | +9.1% |
| 3Y | +0.3% | +111.8% | -111.5% | -18.9% |
| All | +0.3% | +112.1% | -111.7% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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