+55.7%
ZTS vs IJR
+172.1%
-116.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.1% |
| 7D | -3.7% | -2.2% | -1.6% | -2.5% |
| 30D | -0.8% | -4.6% | +3.8% | +1.9% |
| 3M | -9.7% | +0.2% | -10.0% | -10.1% |
| 6M | -38.4% | +14.7% | -53.1% | -43.1% |
| YTD | -41.1% | +18.9% | -60.0% | -46.7% |
| 1Y | -50.6% | +19.9% | -70.6% | -55.5% |
| 3Y | -59.1% | +53.0% | -112.2% | -68.6% |
| 5Y | -62.7% | +40.9% | -103.6% | -70.2% |
| All | +55.7% | +172.1% | -116.3% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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