+163.9%
ZTS vs IBKR
+2,730.0%
-2,566.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.4% |
| 7D | -4.5% | -3.8% | -0.7% | -3.6% |
| 30D | -3.3% | -0.3% | -3.0% | -3.5% |
| 3M | -9.7% | +4.8% | -14.5% | -11.6% |
| 6M | -38.8% | +30.8% | -69.6% | -43.5% |
| YTD | -41.2% | +39.5% | -80.6% | -46.8% |
| 1Y | -50.3% | +43.7% | -94.0% | -55.5% |
| 3Y | -59.1% | +284.7% | -343.8% | -73.4% |
| 5Y | -62.8% | +484.9% | -547.7% | -79.3% |
| 10Y | +57.8% | +980.8% | -923.0% | -29.7% |
| All | +163.9% | +2,730.0% | -2,566.1% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling