+269.3%
ZBH vs IRM
+2,478.7%
-2,209.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.7% |
| 7D | -5.2% | +1.6% | -6.8% | -5.7% |
| 30D | -2.4% | -4.2% | +1.8% | -1.4% |
| 3M | +8.3% | -5.4% | +13.6% | +9.5% |
| 6M | +0.7% | +12.0% | -11.4% | -3.4% |
| YTD | +5.3% | +42.0% | -36.7% | -5.9% |
| 1Y | -9.1% | +29.9% | -38.9% | -16.9% |
| 3Y | -19.7% | +104.4% | -124.0% | -37.5% |
| 5Y | -31.3% | +191.0% | -222.3% | -52.6% |
| 10Y | -18.9% | +417.1% | -436.1% | -55.0% |
| All | +269.3% | +2,478.7% | -2,209.4% | +24.1% |
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