+85.9%
ZTS vs IAG
+384.2%
-298.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.6% | +0.7% |
| 7D | +1.0% | -2.1% | +3.1% | +1.1% |
| 30D | +12.4% | -6.2% | +18.6% | +12.6% |
| 3M | +13.6% | -5.1% | +18.7% | +13.6% |
| 6M | +9.3% | -10.0% | +19.3% | +9.4% |
| YTD | -32.6% | +3.9% | -36.5% | -33.2% |
| 1Y | -30.0% | +18.9% | -48.9% | -31.1% |
| 3Y | -48.7% | +651.8% | -700.5% | -54.2% |
| 5Y | -59.3% | +416.3% | -475.6% | -64.0% |
| All | +85.9% | +384.2% | -298.3% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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