+205.7%
ZTS vs IVZ
+87.5%
+118.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | +0.4% |
| 7D | +5.6% | +7.6% | -2.0% | +3.5% |
| 30D | +12.1% | +4.3% | +7.8% | +10.9% |
| 3M | +11.3% | -9.3% | +20.6% | +13.9% |
| 6M | +14.3% | +5.2% | +9.1% | +11.8% |
| YTD | -31.9% | +13.4% | -45.3% | -35.0% |
| 1Y | -29.3% | +25.4% | -54.6% | -34.3% |
| 3Y | -48.0% | +152.5% | -200.5% | -61.4% |
| 5Y | -58.9% | +36.7% | -95.6% | -64.8% |
| 10Y | +81.7% | +45.0% | +36.7% | +37.2% |
| All | +205.7% | +87.5% | +118.1% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling