-17.4%
ZBH vs IVZ
+65.9%
-83.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -4.7% | -2.4% | -2.3% | -4.0% |
| 30D | -4.5% | +3.0% | -7.5% | -5.3% |
| 3M | +7.6% | +14.9% | -7.3% | +2.9% |
| 6M | +0.3% | +36.7% | -36.5% | -9.2% |
| YTD | +4.5% | +25.7% | -21.1% | -3.4% |
| 1Y | -9.4% | +47.7% | -57.1% | -20.4% |
| 3Y | -21.5% | +138.8% | -160.3% | -42.6% |
| 5Y | -28.4% | +62.1% | -90.5% | -42.5% |
| All | -17.4% | +65.9% | -83.3% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling