+305.7%
ZBH vs IRM
+2,446.6%
-2,140.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -2.3% | +6.8% | -9.0% | -4.1% |
| 30D | +12.5% | +2.6% | +9.9% | +11.4% |
| 3M | +3.9% | -9.5% | +13.4% | +6.3% |
| 6M | +25.4% | -8.5% | +33.9% | +27.5% |
| YTD | +15.7% | +40.3% | -24.6% | +3.3% |
| 1Y | +15.2% | +28.7% | -13.5% | +5.3% |
| 3Y | +0.3% | +111.8% | -111.5% | -23.0% |
| 5Y | -16.1% | +189.1% | -205.2% | -42.2% |
| 10Y | +17.8% | +519.8% | -502.0% | -37.9% |
| All | +305.7% | +2,446.6% | -2,140.9% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling