-62.4%
ZTS vs IYR
+4.2%
-66.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.5% |
| 7D | -3.8% | -0.9% | -2.8% | -3.1% |
| 30D | -2.0% | -2.4% | +0.3% | -0.2% |
| 3M | -10.2% | -2.0% | -8.2% | -8.9% |
| 6M | -39.4% | +2.5% | -41.9% | -40.5% |
| YTD | -40.8% | +8.3% | -49.1% | -44.3% |
| 1Y | -50.1% | +6.5% | -56.6% | -52.5% |
| 3Y | -58.9% | +29.3% | -88.2% | -66.5% |
| 5Y | -62.4% | +5.7% | -68.0% | -63.6% |
| All | -62.4% | +4.2% | -66.6% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling