+55.7%
ZTS vs IAG
+427.6%
-371.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.1% |
| 7D | -3.7% | -1.1% | -2.7% | -3.7% |
| 30D | -0.8% | +12.1% | -12.9% | -1.2% |
| 3M | -9.7% | +25.5% | -35.3% | -10.7% |
| 6M | -38.4% | -7.1% | -31.3% | -38.4% |
| YTD | -41.1% | +22.9% | -64.0% | -41.9% |
| 1Y | -50.6% | +83.3% | -134.0% | -52.2% |
| 3Y | -59.1% | +808.5% | -867.7% | -63.6% |
| 5Y | -62.7% | +838.0% | -900.7% | -67.3% |
| All | +55.7% | +427.6% | -371.9% | +39.1% |
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