-59.7%
ZTS vs IP
-12.5%
-47.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.0% | -4.0% | -7.0% |
| 7D | +4.9% | -5.0% | +9.9% | +6.2% |
| 30D | +15.9% | +6.5% | +9.4% | +14.3% |
| 3M | +11.1% | -18.0% | +29.2% | +16.0% |
| 6M | -26.0% | +10.3% | -36.3% | -28.4% |
| YTD | -33.3% | -9.9% | -23.4% | -32.6% |
| 1Y | -30.3% | -1.1% | -29.3% | -31.2% |
| 3Y | -47.0% | +13.0% | -60.0% | -52.9% |
| 5Y | -59.7% | -12.3% | -47.4% | -62.5% |
| All | -59.7% | -12.5% | -47.2% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 5y: compounded portfolio wealth divided by compounded IP 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…
5y analysis · Full analysis span regression · 6 months rolling