+87.8%
ZTS vs IRM
+520.0%
-432.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.2% |
| 7D | +5.6% | +6.8% | -1.2% | +3.6% |
| 30D | +12.1% | +2.6% | +9.5% | +11.2% |
| 3M | +11.3% | -9.5% | +20.7% | +14.0% |
| 6M | +14.3% | -8.5% | +22.8% | +16.1% |
| YTD | -31.9% | +40.3% | -72.2% | -39.5% |
| 1Y | -29.3% | +28.7% | -57.9% | -35.6% |
| 3Y | -48.0% | +111.8% | -159.9% | -60.6% |
| 5Y | -58.9% | +189.1% | -248.0% | -71.9% |
| All | +87.8% | +520.0% | -432.2% | -0.3% |
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