+174.6%
ZTS vs IAG
+152.0%
+22.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.6% |
| 7D | -2.0% | -0.5% | -1.4% | -2.0% |
| 30D | +1.9% | +28.9% | -27.0% | +1.2% |
| 3M | -4.0% | +19.1% | -23.1% | -4.5% |
| 6M | -39.1% | -10.3% | -28.9% | -39.1% |
| YTD | -38.8% | +24.2% | -63.0% | -39.3% |
| 1Y | -49.6% | +116.5% | -166.1% | -50.8% |
| 3Y | -59.0% | +742.8% | -801.8% | -61.6% |
| 5Y | -61.8% | +753.3% | -815.1% | -64.6% |
| 10Y | +61.4% | +403.2% | -341.7% | +50.3% |
| All | +174.6% | +152.0% | +22.7% | +149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling