-59.0%
ZTS vs IAG
+817.0%
-875.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.4% |
| 7D | -3.8% | +1.7% | -5.4% | -3.8% |
| 30D | -2.0% | +11.4% | -13.5% | -2.4% |
| 3M | -10.2% | +33.0% | -43.2% | -11.1% |
| 6M | -39.4% | -6.0% | -33.4% | -39.2% |
| YTD | -40.8% | +24.6% | -65.4% | -41.4% |
| 1Y | -50.1% | +105.0% | -155.1% | -51.8% |
| All | -59.0% | +817.0% | -875.9% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling