-26.7%
ZTS vs IYR
+12.4%
-39.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.3% | +4.5% |
| 7D | +15.4% | +6.9% | +8.5% | +8.7% |
| 30D | +25.8% | +10.2% | +15.5% | +15.5% |
| 3M | +18.1% | -0.3% | +18.4% | +18.1% |
| 6M | -19.7% | +3.6% | -23.4% | -22.6% |
| YTD | -27.5% | +12.5% | -40.0% | -35.7% |
| 1Y | -26.7% | +12.4% | -39.2% | -35.1% |
| All | -26.7% | +12.4% | -39.1% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling