+202.6%
ZTS vs IVZ
+83.2%
+119.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | +1.0% | +5.1% | -4.1% | -0.3% |
| 30D | +12.4% | -1.6% | +14.0% | +12.9% |
| 3M | +13.6% | -9.1% | +22.7% | +16.3% |
| 6M | +9.3% | +1.8% | +7.5% | +7.9% |
| YTD | -32.6% | +10.8% | -43.4% | -35.2% |
| 1Y | -30.0% | +19.1% | -49.2% | -34.2% |
| 3Y | -48.7% | +144.4% | -193.2% | -61.5% |
| 5Y | -59.3% | +33.6% | -92.9% | -65.0% |
| 10Y | +79.8% | +41.7% | +38.1% | +36.6% |
| All | +202.6% | +83.2% | +119.3% | +114.9% |
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