-22.4%
ZBH vs IVZ
+132.2%
-154.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -6.6% | -2.4% | -4.2% | -6.2% |
| 30D | -4.9% | +2.5% | -7.4% | -5.3% |
| 3M | +5.1% | +17.1% | -11.9% | +2.5% |
| 6M | +1.3% | +35.1% | -33.8% | -3.8% |
| YTD | +3.4% | +24.3% | -21.0% | -0.7% |
| 1Y | -8.7% | +48.7% | -57.4% | -15.0% |
| All | -22.4% | +132.2% | -154.5% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling