-49.5%
ZTS vs IAU
+110.6%
-160.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +3.6% |
| 7D | -1.0% | +4.9% | -5.9% | -1.3% |
| 30D | +10.8% | -1.4% | +12.2% | +10.7% |
| 3M | +14.1% | -4.8% | +18.8% | +14.1% |
| 6M | +0.8% | -12.5% | +13.2% | +1.6% |
| YTD | -33.1% | -4.2% | -28.9% | -33.6% |
| 1Y | -30.0% | +3.1% | -33.1% | -31.0% |
| 3Y | -49.5% | +110.0% | -159.5% | -57.3% |
| All | -49.5% | +110.6% | -160.1% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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