-62.3%
ZTS vs IFF
-35.8%
-26.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -3.7% | -3.2% | -0.6% | -2.8% |
| 30D | -0.8% | -0.3% | -0.5% | -0.7% |
| 3M | -9.7% | +8.4% | -18.2% | -12.3% |
| 6M | -38.4% | +23.0% | -61.4% | -42.4% |
| YTD | -41.1% | +25.5% | -66.6% | -45.4% |
| 1Y | -50.6% | +29.1% | -79.7% | -54.7% |
| 3Y | -59.1% | +31.7% | -90.8% | -63.0% |
| All | -62.3% | -35.8% | -26.5% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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