-20.5%
ZBH vs IRM
+102.2%
-122.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.5% |
| 7D | -4.9% | +3.0% | -7.9% | -5.4% |
| 30D | -3.2% | -5.2% | +2.0% | -2.5% |
| 3M | +5.8% | -8.0% | +13.9% | +7.1% |
| 6M | +2.0% | +9.2% | -7.2% | -0.3% |
| YTD | +5.8% | +41.0% | -35.2% | -1.2% |
| 1Y | -7.9% | +23.3% | -31.2% | -11.9% |
| All | -20.5% | +102.2% | -122.8% | -33.5% |
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