+87.8%
ZTS vs IBN
+385.6%
-297.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | +5.6% | +1.9% | +3.7% | +5.0% |
| 30D | +12.1% | +22.1% | -10.0% | +5.9% |
| 3M | +11.3% | +17.1% | -5.8% | +6.2% |
| 6M | +14.3% | +35.5% | -21.2% | +4.6% |
| YTD | -31.9% | +16.8% | -48.7% | -35.1% |
| 1Y | -29.3% | +12.4% | -41.7% | -31.9% |
| 3Y | -48.0% | +58.0% | -106.1% | -55.1% |
| 5Y | -58.9% | +73.7% | -132.6% | -65.7% |
| All | +87.8% | +385.6% | -297.8% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling