+87.8%
ZTS vs IYR
+87.3%
+0.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.6% | +0.6% | +5.0% | +5.1% |
| 30D | +12.1% | +6.6% | +5.5% | +7.4% |
| 3M | +11.3% | -1.8% | +13.1% | +13.0% |
| 6M | +14.3% | +1.4% | +12.9% | +13.3% |
| YTD | -31.9% | +10.5% | -42.4% | -36.4% |
| 1Y | -29.3% | +10.6% | -39.9% | -34.0% |
| 3Y | -48.0% | +41.8% | -89.9% | -59.5% |
| 5Y | -58.9% | +6.0% | -64.9% | -60.9% |
| All | +87.8% | +87.3% | +0.4% | +24.1% |
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 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