-62.4%
ZTS vs IVZ
+61.5%
-123.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.1% |
| 7D | -3.8% | +1.2% | -4.9% | -4.0% |
| 30D | -2.0% | +1.8% | -3.8% | -2.5% |
| 3M | -10.2% | +15.7% | -25.9% | -14.1% |
| 6M | -39.4% | +36.3% | -75.7% | -44.7% |
| YTD | -40.8% | +24.9% | -65.8% | -44.9% |
| 1Y | -50.1% | +48.9% | -99.1% | -55.8% |
| 3Y | -58.9% | +136.8% | -195.7% | -69.4% |
| 5Y | -62.4% | +60.0% | -122.3% | -71.2% |
| All | -62.4% | +61.5% | -123.8% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling