+165.6%
ZTS vs IJH
+315.2%
-149.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.4% |
| 7D | -3.8% | -0.7% | -3.0% | -3.3% |
| 30D | -2.0% | -3.8% | +1.8% | +0.6% |
| 3M | -10.2% | 0.0% | -10.2% | -10.6% |
| 6M | -39.4% | +8.8% | -48.2% | -43.0% |
| YTD | -40.8% | +13.5% | -54.3% | -46.0% |
| 1Y | -50.1% | +15.4% | -65.5% | -55.0% |
| 3Y | -58.9% | +50.9% | -109.8% | -69.8% |
| 5Y | -62.4% | +47.8% | -110.2% | -72.1% |
| 10Y | +58.8% | +183.1% | -124.2% | -30.1% |
| All | +165.6% | +315.2% | -149.6% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling