+55.7%
ZTS vs IVZ
+65.9%
-10.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -3.7% | -2.4% | -1.4% | -3.2% |
| 30D | -0.8% | +3.0% | -3.8% | -1.6% |
| 3M | -9.7% | +14.9% | -24.6% | -13.3% |
| 6M | -38.4% | +36.7% | -75.1% | -43.5% |
| YTD | -41.1% | +25.7% | -66.8% | -45.0% |
| 1Y | -50.6% | +47.7% | -98.3% | -55.9% |
| 3Y | -59.1% | +138.8% | -198.0% | -68.7% |
| 5Y | -62.7% | +62.1% | -124.8% | -69.4% |
| All | +55.7% | +65.9% | -10.2% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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