-59.2%
ZTS vs IJR
+51.3%
-110.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -4.5% | -2.3% | -2.2% | -3.3% |
| 30D | -3.3% | -4.7% | +1.4% | -0.8% |
| 3M | -9.7% | +2.1% | -11.9% | -11.1% |
| 6M | -38.8% | +13.9% | -52.7% | -43.1% |
| YTD | -41.2% | +18.2% | -59.4% | -46.3% |
| 1Y | -50.3% | +21.8% | -72.1% | -55.3% |
| All | -59.2% | +51.3% | -110.5% | -68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling