-62.2%
ZTS vs IAG
+785.9%
-848.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.9% |
| 7D | -4.8% | +4.3% | -9.0% | -5.0% |
| 30D | +1.2% | +9.8% | -8.5% | +0.7% |
| 3M | -6.0% | +28.9% | -34.9% | -7.7% |
| 6M | -38.7% | -7.6% | -31.2% | -38.7% |
| YTD | -40.6% | +22.0% | -62.6% | -41.8% |
| 1Y | -50.6% | +99.5% | -150.1% | -53.4% |
| 3Y | -58.7% | +818.3% | -877.0% | -66.5% |
| All | -62.2% | +785.9% | -848.1% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling