+165.6%
ZTS vs IJR
+315.7%
-150.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.3% |
| 7D | -3.8% | -1.1% | -2.6% | -3.1% |
| 30D | -2.0% | -3.6% | +1.6% | +0.1% |
| 3M | -10.2% | +2.3% | -12.5% | -11.6% |
| 6M | -39.4% | +14.3% | -53.8% | -44.0% |
| YTD | -40.8% | +19.3% | -60.1% | -46.7% |
| 1Y | -50.1% | +22.6% | -72.7% | -55.8% |
| 3Y | -58.9% | +53.5% | -112.4% | -68.7% |
| 5Y | -62.4% | +39.9% | -102.3% | -70.0% |
| 10Y | +58.8% | +172.1% | -113.2% | -21.8% |
| All | +165.6% | +315.7% | -150.1% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling