+55.5%
ZTS vs IYR
+68.4%
-12.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | -4.5% | -2.8% | -1.7% | -2.5% |
| 30D | -3.3% | -2.5% | -0.8% | -1.5% |
| 3M | -9.7% | -3.0% | -6.8% | -8.0% |
| 6M | -38.8% | +1.6% | -40.5% | -39.5% |
| YTD | -41.2% | +7.3% | -48.5% | -44.0% |
| 1Y | -50.3% | +5.6% | -55.9% | -52.2% |
| 3Y | -59.1% | +28.1% | -87.3% | -65.8% |
| 5Y | -62.8% | +6.1% | -68.9% | -64.7% |
| All | +55.5% | +68.4% | -12.9% | +11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling