+205.7%
ZTS vs IAG
+113.1%
+92.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +1.0% |
| 7D | +5.6% | -7.7% | +13.2% | +5.8% |
| 30D | +12.1% | +1.6% | +10.5% | +12.0% |
| 3M | +11.3% | -2.4% | +13.7% | +11.2% |
| 6M | +14.3% | -7.8% | +22.1% | +14.3% |
| YTD | -31.9% | +5.0% | -36.9% | -32.3% |
| 1Y | -29.3% | +25.7% | -54.9% | -30.0% |
| 3Y | -48.0% | +694.5% | -742.5% | -51.4% |
| 5Y | -58.9% | +421.7% | -480.6% | -61.7% |
| 10Y | +81.7% | +382.5% | -300.8% | +69.7% |
| All | +205.7% | +113.1% | +92.6% | +178.8% |
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