-60.2%
ZTS vs IAU
+123.8%
-184.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +3.5% |
| 7D | -1.0% | +4.9% | -5.9% | -1.4% |
| 30D | +10.8% | -1.4% | +12.2% | +10.8% |
| 3M | +14.1% | -4.8% | +18.8% | +14.3% |
| 6M | +0.8% | -12.5% | +13.2% | +1.9% |
| YTD | -33.1% | -4.2% | -28.9% | -33.5% |
| 1Y | -30.0% | +3.1% | -33.1% | -31.1% |
| 3Y | -49.5% | +110.0% | -159.5% | -56.4% |
| 5Y | -60.2% | +123.1% | -183.3% | -68.9% |
| All | -60.2% | +123.8% | -184.1% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling