-58.7%
ZTS vs IP
-13.5%
-45.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | +5.6% | -0.3% | +5.9% | +5.6% |
| 30D | +12.1% | +7.9% | +4.2% | +10.2% |
| 3M | +11.3% | -15.3% | +26.6% | +15.5% |
| 6M | +14.3% | +10.5% | +3.8% | +10.5% |
| YTD | -31.9% | -9.4% | -22.5% | -31.3% |
| 1Y | -29.3% | -4.6% | -24.6% | -29.5% |
| 3Y | -48.0% | +21.2% | -69.3% | -55.0% |
| All | -58.7% | -13.5% | -45.2% | -61.5% |
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