+85.0%
ZTS vs IRM
+512.8%
-427.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | -7.4% | -5.3% | -2.2% | -6.0% |
| 30D | +9.9% | -2.3% | +12.2% | +10.5% |
| 3M | +10.3% | -7.4% | +17.7% | +12.3% |
| 6M | +9.2% | -12.2% | +21.4% | +12.3% |
| YTD | -32.9% | +38.6% | -71.5% | -40.2% |
| 1Y | -29.7% | +14.9% | -44.6% | -33.8% |
| 3Y | -49.0% | +108.2% | -157.1% | -61.1% |
| 5Y | -59.3% | +183.8% | -243.1% | -72.0% |
| All | +85.0% | +512.8% | -427.8% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling