+165.6%
ZTS vs IFF
+62.1%
+103.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -3.8% | -3.0% | -0.7% | -2.9% |
| 30D | -2.0% | -0.9% | -1.1% | -1.8% |
| 3M | -10.2% | +11.8% | -22.0% | -13.7% |
| 6M | -39.4% | +16.5% | -55.9% | -42.6% |
| YTD | -40.8% | +26.5% | -67.3% | -45.5% |
| 1Y | -50.1% | +32.7% | -82.8% | -54.8% |
| 3Y | -58.9% | +32.0% | -90.9% | -63.2% |
| 5Y | -62.4% | -36.1% | -26.3% | -59.0% |
| 10Y | +58.8% | -20.1% | +78.9% | +49.9% |
| All | +165.6% | +62.1% | +103.4% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling