-44.2%
ZTS vs IRE
-97.2%
+53.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +39.6% | -42.9% | -2.7% |
| 7D | -0.4% | -27.2% | +26.8% | -0.6% |
| 30D | +11.7% | -75.1% | +86.8% | +10.3% |
| 3M | +3.5% | -77.9% | +81.3% | +2.2% |
| 6M | -27.6% | -94.6% | +67.0% | -27.8% |
| YTD | -35.5% | -91.5% | +56.1% | -36.0% |
| 1Y | -32.1% | -97.8% | +65.7% | -33.8% |
| All | -44.2% | -97.2% | +53.0% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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