-48.0%
ZTS vs IVZ
+152.3%
-200.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | +0.5% |
| 7D | +5.6% | +7.6% | -2.0% | +3.9% |
| 30D | +12.1% | +4.3% | +7.8% | +11.1% |
| 3M | +11.3% | -9.3% | +20.6% | +13.3% |
| 6M | +14.3% | +5.2% | +9.1% | +12.2% |
| YTD | -31.9% | +13.4% | -45.3% | -34.6% |
| 1Y | -29.3% | +25.4% | -54.6% | -33.6% |
| 3Y | -48.0% | +152.5% | -200.5% | -59.3% |
| All | -48.0% | +152.3% | -200.3% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling