-59.1%
ZTS vs IBKR
+291.8%
-351.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.1% |
| 7D | -3.7% | -1.3% | -2.4% | -3.6% |
| 30D | -0.8% | -0.2% | -0.5% | -0.9% |
| 3M | -9.7% | +3.0% | -12.7% | -10.5% |
| 6M | -38.4% | +33.9% | -72.3% | -41.0% |
| YTD | -41.1% | +42.5% | -83.6% | -44.1% |
| 1Y | -50.6% | +44.9% | -95.5% | -53.2% |
| 3Y | -59.1% | +293.0% | -352.1% | -67.1% |
| All | -59.1% | +291.8% | -351.0% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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