-62.4%
ZTS vs IRM
+190.5%
-252.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -3.8% | +3.0% | -6.8% | -4.6% |
| 30D | -2.0% | -5.2% | +3.2% | -0.7% |
| 3M | -10.2% | -8.0% | -2.2% | -8.6% |
| 6M | -39.4% | +9.2% | -48.6% | -41.7% |
| YTD | -40.8% | +41.0% | -81.8% | -48.1% |
| 1Y | -50.1% | +23.3% | -73.4% | -54.4% |
| 3Y | -58.9% | +102.8% | -161.7% | -70.4% |
| 5Y | -62.4% | +192.8% | -255.1% | -76.5% |
| All | -62.4% | +190.5% | -252.8% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling