+55.7%
ZTS vs IJH
+184.0%
-128.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | -3.7% | -1.9% | -1.9% | -2.5% |
| 30D | -0.8% | -4.6% | +3.9% | +2.4% |
| 3M | -9.7% | -1.2% | -8.6% | -9.3% |
| 6M | -38.4% | +9.4% | -47.8% | -42.2% |
| YTD | -41.1% | +13.3% | -54.4% | -46.1% |
| 1Y | -50.6% | +13.4% | -64.0% | -54.8% |
| 3Y | -59.1% | +50.4% | -109.6% | -69.7% |
| 5Y | -62.7% | +49.0% | -111.7% | -72.4% |
| All | +55.7% | +184.0% | -128.3% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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