+55.5%
ZTS vs IRM
+430.1%
-374.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | -4.5% | -1.8% | -2.7% | -4.0% |
| 30D | -3.3% | -7.8% | +4.4% | -1.3% |
| 3M | -9.7% | -7.9% | -1.9% | -8.3% |
| 6M | -38.8% | +6.3% | -45.2% | -40.5% |
| YTD | -41.2% | +38.2% | -79.3% | -47.3% |
| 1Y | -50.3% | +19.8% | -70.1% | -53.7% |
| 3Y | -59.1% | +98.8% | -157.9% | -68.2% |
| 5Y | -62.8% | +191.8% | -254.5% | -74.4% |
| All | +55.5% | +430.1% | -374.6% | -11.8% |
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