-49.6%
ZTS vs IYR
+8.4%
-58.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | -2.0% | -1.2% | -0.7% | -1.0% |
| 30D | +1.9% | -2.9% | +4.8% | +4.3% |
| 3M | -4.0% | +0.8% | -4.8% | -5.1% |
| 6M | -39.1% | +1.9% | -41.0% | -40.2% |
| YTD | -38.8% | +9.6% | -48.4% | -43.2% |
| 1Y | -49.6% | +8.1% | -57.6% | -53.0% |
| All | -49.6% | +8.4% | -58.0% | -53.0% |
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