+202.6%
ZTS vs IBN
+360.7%
-158.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +1.0% | +5.7% | -4.7% | -0.4% |
| 30D | +12.4% | +20.5% | -8.1% | +7.4% |
| 3M | +13.6% | +15.2% | -1.7% | +9.6% |
| 6M | +9.3% | +34.5% | -25.2% | +1.5% |
| YTD | -32.6% | +16.4% | -48.9% | -35.3% |
| 1Y | -30.0% | +13.5% | -43.6% | -32.5% |
| 3Y | -48.7% | +55.4% | -104.2% | -54.5% |
| 5Y | -59.3% | +73.1% | -132.4% | -65.0% |
| 10Y | +79.8% | +383.7% | -303.9% | +19.2% |
| All | +202.6% | +360.7% | -158.2% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling