+270.9%
ZBH vs IVZ
+155.3%
+115.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -4.9% | +1.2% | -6.1% | -5.2% |
| 30D | -3.2% | +1.8% | -5.0% | -3.7% |
| 3M | +5.8% | +15.7% | -9.9% | +1.7% |
| 6M | +2.0% | +36.3% | -34.4% | -6.2% |
| YTD | +5.8% | +24.9% | -19.2% | -1.0% |
| 1Y | -7.9% | +48.9% | -56.9% | -17.6% |
| 3Y | -19.4% | +136.8% | -156.2% | -37.5% |
| 5Y | -29.5% | +60.0% | -89.5% | -41.0% |
| 10Y | -15.5% | +63.4% | -78.9% | -35.0% |
| All | +270.9% | +155.3% | +115.6% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling